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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