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Stochastic Processes From Physics to Finance /

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 a...

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Bibliographic Details
Main Authors: Paul, Wolfgang. (Author, http://id.loc.gov/vocabulary/relators/aut), Baschnagel, Jörg. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edition:2nd ed. 2013.
Subjects:
Sociophysics.
Econophysics.
Economics, Mathematical .
Economic theory.
Physics.
Mathematical physics.
Data-driven Science, Modeling and Theory Building.
Quantitative Finance.
Economic Theory/Quantitative Economics/Mathematical Methods.
Mathematical Methods in Physics.
Mathematical Applications in the Physical Sciences.
Online Access:https://doi.org/10.1007/978-3-319-00327-6
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https://doi.org/10.1007/978-3-319-00327-6

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