Articles liés à Stochastic Processes: From Physics to Finance
Synopsis
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 and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. 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.
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Présentation de l'éditeur
This book introduces the theory of stochastic processes with applications taken from physics and finance. It includes a discussion of extreme events, ranging from their mathematical definition to their importance for financial crashes.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Stochastic Processes
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Springer International Publishing, 2015
ISBN 10 : 3319033786
ISBN 13 : 9783319033785
Neuf
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Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Contains a careful treatment of Levy processes Displays classical and modern examples for the application of stochastic processes Introduces stochastic processes in finance for natural scientists Presents the physicists view on finan. N° de réf. du vendeur 385702918
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Stochastic Processes: From Physics to Finance
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9783319033785_new
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Stochastic Processes : From Physics to Finance
Edité par
Springer International Publishing, 2015
ISBN 10 : 3319033786
ISBN 13 : 9783319033785
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. 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. N° de réf. du vendeur 9783319033785
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Stochastic Processes
Edité par
Springer International Publishing Aug 2015, 2015
ISBN 10 : 3319033786
ISBN 13 : 9783319033785
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. 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. 296 pp. Englisch. N° de réf. du vendeur 9783319033785
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Stochastic Processes
ISBN 10 : 3319033786
ISBN 13 : 9783319033785
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -Thisbook 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 and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlargesthe treatment of financial markets. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 296 pp. Englisch. N° de réf. du vendeur 9783319033785
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Stochastic Processes: From Physics to Finance
Vendeur : California Books, Miami, FL, Etats-Unis
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Etat : New. N° de réf. du vendeur I-9783319033785
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Stochastic Processes: From Physics to Finance
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 280. N° de réf. du vendeur 26372828230
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Stochastic Processes: From Physics to Finance
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand pp. 280. N° de réf. du vendeur 374298521
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Stochastic Processes: From Physics to Finance
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Etat : New. PRINT ON DEMAND pp. 280. N° de réf. du vendeur 18372828236
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Stochastic Processes: From Physics to Finance
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
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Etat : New. N° de réf. du vendeur ABLIING23Mar3113020086531
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