Stochastic Processes From Physics to Finance /

Stochastic Processes From Physics to Finance /

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This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts a...

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Bibliographic Details
Main Authors: Paul, Wolfgang (Author), Baschnagel, Jörg (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Heidelberg : Springer International Publishing : Imprint: Springer, 2013.
Edition:2nd ed. 2013.
Subjects:
Physics.
Economics, Mathematical.
Mathematical physics.
Sociophysics.
Econophysics.
Economic theory.
Socio- and Econophysics, Population and Evolutionary Models.
Quantitative Finance.
Economic Theory/Quantitative Economics/Mathematical Methods.
Mathematical Methods in Physics.
Mathematical Applications in the Physical Sciences.
Online Access:Full Text via HEAL-Link

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ΒΚΠ - Πατρα: ALFd

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