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Stochastic Processes - From Physics to Finance (Hardcover, 2nd ed. 2013) Loot Price: R4,127
Discovery Miles 41 270
Stochastic Processes - From Physics to Finance (Hardcover, 2nd ed. 2013): Wolfgang Paul, Joerg Baschnagel

Stochastic Processes - From Physics to Finance (Hardcover, 2nd ed. 2013)

Wolfgang Paul, Joerg Baschnagel

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Loot Price R4,127 Discovery Miles 41 270 | Repayment Terms: R387 pm x 12*

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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 and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. 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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Release date: July 2013
First published: 2013
Authors: Wolfgang Paul • Joerg Baschnagel
Dimensions: 235 x 155 x 17mm (L x W x T)
Format: Hardcover
Pages: 280
Edition: 2nd ed. 2013
ISBN-13: 978-3-319-00326-9
Categories: Books > Business & Economics > Economics > Economic theory & philosophy
Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Physics > General
Books > Social sciences > Sociology, social studies > Social research & statistics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
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LSN: 3-319-00326-7
Barcode: 9783319003269

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