Stochastic Processes: From Physics to Finance (Bog, Paperback / softback, Engelsk) af Wolfgang Paul

Stochastic Processes: From Physics to Finance

(Bog, Paperback / softback, Engelsk)
Forfattere: Wolfgang Paul, Jorg Baschnagel

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Beskrivelse

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.

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Alle detaljer

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