Stochastic Processes: From Physics to Finance - Wolfgang Paul - Books - Springer International Publishing AG - 9783319033785 - August 6, 2015
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Stochastic Processes: From Physics to Finance Softcover reprint of the original 2nd ed. 2013 edition

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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.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 6, 2015
ISBN13 9783319033785
Publishers Springer International Publishing AG
Pages 280
Dimensions 155 × 235 × 16 mm   ·   417 g
Language French  

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