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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Paul, Wolfgang (Author), Baschnagel, Jörg (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edition:2nd ed. 2013.
Subjects:
System theory.
Social sciences-Mathematics.
Econometrics.
Mathematical physics.
Complex Systems.
Mathematics in Business, Economics and Finance.
Quantitative Economics.
Mathematical Methods in Physics.
Mathematical Physics.
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