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...
Clasificación: | Libro Electrónico |
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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 |
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