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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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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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Stochastic Processes
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Springer International Publishing, 2015
ISBN 10: 3319033786
ISBN 13: 9783319033785
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Da: moluna, Greven, Germania
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Condizione: 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. Codice articolo 385702918
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Stochastic Processes: From Physics to Finance
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Condizione: New. In. Codice articolo ria9783319033785_new
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Stochastic Processes
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Springer International Publishing Aug 2015, 2015
ISBN 10: 3319033786
ISBN 13: 9783319033785
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: 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. Codice articolo 9783319033785
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Stochastic Processes : From Physics to Finance
Editore:
Springer International Publishing, 2015
ISBN 10: 3319033786
ISBN 13: 9783319033785
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Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: 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. Codice articolo 9783319033785
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Stochastic Processes
ISBN 10: 3319033786
ISBN 13: 9783319033785
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: 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. Codice articolo 9783319033785
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Stochastic Processes: From Physics to Finance
Da: California Books, Miami, FL, U.S.A.
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Condizione: New. Codice articolo I-9783319033785
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Stochastic Processes: From Physics to Finance
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
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Condizione: New. Codice articolo ABLIING23Mar3113020086531
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Stochastic Processes: From Physics to Finance
Da: Mispah books, Redhill, SURRE, Regno Unito
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Paperback. Condizione: Like New. Like New. book. Codice articolo ERICA77333190337866
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