Synopsis
A compact, mathematically serious introduction to stochastic processes through probability, physics, computation, and finance.
Stochastic Processes: From Brownian Motion to Markets develops randomness as structure. Beginning with the simple one-dimensional random walk, the book builds toward Brownian motion, diffusion equations, Langevin dynamics, heavy-tailed models, option pricing, model risk, and computational validation.
Rather than presenting stochastic processes as a collection of formulas, this book emphasizes the modeling questions behind them: What is random? How does uncertainty evolve? What can be computed? And where does the model fail?
Readers will learn how to:
- derive random-walk distributions from path counting;
- understand diffusion scaling and the Gaussian limit;
- connect Brownian motion to the heat equation and Langevin dynamics;
- recognize heavy tails, Lévy flights, and anomalous diffusion;
- interpret Black-Scholes, risk-neutral valuation, and model failure;
- use simulation projects to test and visualize stochastic models.
Written for students with calculus, basic probability, and algebra. This book is especially suited for readers interested in mathematical physics, quantitative finance, stochastic modeling, or computational approaches to uncertainty.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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Stochastic Processes (Paperback)
impression à la demandeVendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
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Paperback. Etat : new. Paperback. A compact, mathematically serious introduction to stochastic processes through probability, physics, computation, and finance. Stochastic Processes: From Brownian Motion to Markets develops randomness as structure. Beginning with the simple one-dimensional random walk, the book builds toward Brownian motion, diffusion equations, Langevin dynamics, heavy-tailed models, option pricing, model risk, and computational validation. Rather than presenting stochastic processes as a collection of formulas, this book emphasizes the modeling questions behind them: What is random? How does uncertainty evolve? What can be computed? And where does the model fail? Readers will learn how to: - derive random-walk distributions from path counting;- understand diffusion scaling and the Gaussian limit;- connect Brownian motion to the heat equation and Langevin dynamics;- recognize heavy tails, Levy flights, and anomalous diffusion;- interpret Black-Scholes, risk-neutral valuation, and model failure;- use simulation projects to test and visualize stochastic models. Written for students with calculus, basic probability, and algebra. This book is especially suited for readers interested in mathematical physics, quantitative finance, stochastic modeling, or computational approaches to uncertainty. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9798196538056
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Stochastic Processes: From Brownian Motion to Markets
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Etat : New. Print on Demand. N° de réf. du vendeur I-9798196538056
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Stochastic Processes
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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur L2-9798196538056
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Stochastic Processes
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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur L2-9798196538056
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Stochastic Processes (Paperback)
impression à la demandeVendeur : CitiRetail, Stevenage, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. A compact, mathematically serious introduction to stochastic processes through probability, physics, computation, and finance. Stochastic Processes: From Brownian Motion to Markets develops randomness as structure. Beginning with the simple one-dimensional random walk, the book builds toward Brownian motion, diffusion equations, Langevin dynamics, heavy-tailed models, option pricing, model risk, and computational validation. Rather than presenting stochastic processes as a collection of formulas, this book emphasizes the modeling questions behind them: What is random? How does uncertainty evolve? What can be computed? And where does the model fail? Readers will learn how to: - derive random-walk distributions from path counting;- understand diffusion scaling and the Gaussian limit;- connect Brownian motion to the heat equation and Langevin dynamics;- recognize heavy tails, Levy flights, and anomalous diffusion;- interpret Black-Scholes, risk-neutral valuation, and model failure;- use simulation projects to test and visualize stochastic models. Written for students with calculus, basic probability, and algebra. This book is especially suited for readers interested in mathematical physics, quantitative finance, stochastic modeling, or computational approaches to uncertainty. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9798196538056
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EUR 21,10
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Expédition depuis Royaume-Uni vers Etats-Unis
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Stochastic Processes : From Brownian Motion to Markets
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware - A compact, mathematically serious introduction to stochastic processes through probability, physics, computation, and finance. Stochastic Processes: From Brownian Motion to Markets develops randomness as structure. Beginning with the simple one-dimensional random walk, the book builds toward Brownian motion, diffusion equations, Langevin dynamics, heavy-tailed models, option pricing, model risk, and computational validation. Rather than presenting stochastic processes as a collection of formulas, this book emphasizes the modeling questions behind them: What is random How does uncertainty evolve What can be computed And where does the model fail Readers will learn how to: - derive random-walk distributions from path counting;- understand diffusion scaling and the Gaussian limit;- connect Brownian motion to the heat equation and Langevin dynamics;- recognize heavy tails, Lévy flights, and anomalous diffusion;- interpret Black-Scholes, risk-neutral valuation, and model failure;>Written for students with calculus, basic probability, and algebra. This book is especially suited for readers interested in mathematical physics, quantitative finance, stochastic modeling, or computational approaches to uncertainty. N° de réf. du vendeur 9798196538056
Acheter neuf
EUR 21,34
Expédition à EUR 60,93
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
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