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...
Call Number: | Libro Electrónico |
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Main Authors: | , |
Corporate Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
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Edition: | 2nd ed. 2013. |
Subjects: | |
Online Access: | Texto Completo |