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Record Nr. |
UNINA9910741194403321 |
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Autore |
Paul Wolfgang |
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Titolo |
Stochastic Processes [[electronic resource] ] : From Physics to Finance / / by Wolfgang Paul, Jörg Baschnagel |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
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ISBN |
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Edizione |
[2nd ed. 2013.] |
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Descrizione fisica |
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1 online resource (287 p.) |
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Disciplina |
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Soggetti |
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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 |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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A First Glimpse of Stochastic Processes -- A Brief Survey of the Mathematics of Probability Theory -- Diffusion Processes -- Beyond the Central Limit Theorem: Lévy Distributions -- Modeling the Financial Market -- Stable Distributions Revisited -- Hyperspherical Polar Coordinates -- The Weierstrass Random Walk Revisited -- The Exponentially Truncated Lévy Flight -- Put–Call Parity -- Geometric Brownian Motion. |
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Sommario/riassunto |
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This book introduces the theory of stochastic processes with |
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