Wolfgang Paul
Stochastic Processes: From Physics to Finance Wolfgang Paul Softcover reprint of the original 2nd ed. 2013 edition

Name: Stochastic Processes: From Physics to Finance
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Author: Wolfgang Paul

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Paperback Book

Softcover reprint of hardcover 1st ed. 1999 edition

Stochastic Processes: From Physics to Finance

Wolfgang Paul

Softcover reprint of the original 2nd ed. 2013 edition

This book introduces the theory of stochastic processes with applications taken from physics and finance. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

280 pages, 43 Illustrations, black and white; XIII, 280 p. 43 illus.

Medios de comunicación	Libros Paperback Book (Libro con tapa blanda y lomo encolado)
Publicado	6 de agosto de 2015
ISBN13	9783319033785
Editores	Springer International Publishing AG
Páginas	280
Dimensiones	155 × 235 × 16 mm · 417 g
Lengua	Francés