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Stochastic Processes: From Physics to Finance 2nd ed. 2013 edition
Wolfgang Paul
Stochastic Processes: From Physics to Finance 2nd ed. 2013 edition
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 black & white illustrations, biography
Médias | Livres Hardcover Book (Livre avec dos et couverture rigide) |
Validé | 26 juillet 2013 |
ISBN13 | 9783319003269 |
Éditeurs | Springer International Publishing AG |
Pages | 280 |
Dimensions | 155 × 235 × 17 mm · 589 g |
Langue et grammaire | English |
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