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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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Bibliographic Details
Main Authors: Paul, Wolfgang. (Author), Baschnagel, Jr̲g. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Heidelberg : Springer International Publishing : Imprint: Springer, 2013.
Edition:2nd ed. 2013.
Subjects:
Physics.
Finance.
Mathematical physics.
Economics, Mathematical.
Socio- and Econophysics, Population and Evolutionary Models.
Quantitative Finance.
Game Theory/Mathematical Methods.
Mathematical Methods in Physics.
Mathematical Applications in the Physical Sciences.
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00327-6

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https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00327-6

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