Stochastic Processes From Physics to Finance /

Stochastic Processes From Physics to Finance /

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
Published in:Springer eBooks
Main Authors: Paul, Wolfgang (Author), Baschnagel, Jörg (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Heidelberg : Springer International Publishing : Imprint: Springer, 2013.
Edition:2nd ed. 2013.
Subjects:
physics.
Finance.
Mathematical physics.
Economics, Mathematical.
Physics.
Socio- and Econophysics, Population and Evolutionary Models.
Quantitative Finance.
Game Theory/Mathematical Methods.
Mathematical Methods in Physics.
Mathematical Applications in the Physical Sciences.
Online Access:http://dx.doi.org/10.1007/978-3-319-00327-6
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http://dx.doi.org/10.1007/978-3-319-00327-6
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