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Stochastic Processes: From Physics to Finance Wolfgang Paul Softcover reprint of the original 2nd ed. 2013 edition
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Stochastic Processes: From Physics to Finance
Wolfgang Paul
This book introduces the theory of stochastic processes with applications taken from physics and finance. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.
280 pages, 43 Illustrations, black and white; XIII, 280 p. 43 illus.
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 6. august 2015 |
| ISBN13 | 9783319033785 |
| Utgivere | Springer International Publishing AG |
| Antall sider | 280 |
| Mål | 155 × 235 × 16 mm · 417 g |
| Språk | Fransk |
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