Stochastic Processes.: From Physics to Finance - Couverture rigide

Paul, Wolfgang; Baschnagel, Jörg

Couverture rigide

ISBN 10 : 3540665609 ISBN 13 : 9783540665601

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2000

Synopsis

The book is an introduction to stochastic processes with applications from physics and finance. It introduces the basic notions of probability theory and the mathematics of stochastic processes. The applications that we discuss are chosen to show the interdisciplinary character of the concepts and methods and are taken from physics and finance. Due to its interdisciplinary character and choice of topics, the book can show students and researchers in physics how models and techniques used in their field can be translated into and applied in the field of finance and risk-management. On the other hand, a practitioner from the field of finance will find models and approaches recently developed in the emerging field of econophysics for understanding the stochastic price behavior of financial assets.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 2000
• Langue: anglais
• ISBN 10: 3540665609
• ISBN 13: 9783540665601
• Reliure: Relié
• Nombre de pages: 246
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne