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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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Paul, Wolfgang (Autor), Baschnagel, Jörg (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edición:2nd ed. 2013.
Temas:
Acceso en línea:Texto Completo