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Forventes på lager: 06-08-2015
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.
| Forlag | Springer International Publishing AG |
| Forfattere | Wolfgang Paul, Jorg Baschnagel |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | Softcover reprint of the original 2nd ed. 2013 |
| Udgivelsesdato | 06-08-2015 |
| Første udgivelsesår | 2015 |
| Illustrationer | 43 Illustrations, black and white; XIII, 280 p. 43 illus. |
| Originalsprog | Switzerland |
| Sideantal | 280 |
| Indbinding | Paperback / softback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 280 pages, 43 Illustrations, black and white; XIII, 280 p. 43 illus. |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9783319033785 |