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Stochastic Processes: From Physics to Finance Wolfgang Paul 2nd ed. 2013 edition
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発送予定日 年10月14日 - 年10月26日
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Stochastic Processes: From Physics to Finance
Wolfgang Paul
This book introduces the theory of stochastic processes with applications taken from physics and finance. 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.
280 pages, 43 black & white illustrations, biography
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2013年7月26日 |
| ISBN13 | 9783319003269 |
| 出版社 | Springer International Publishing AG |
| ページ数 | 280 |
| 寸法 | 155 × 235 × 17 mm · 589 g |
| 言語 | 英語 |
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