LEADER 00927nam0 22002531i 450 001 UON00056003 005 20231205102246.875 100 $a20020107d1963 |0itac50 ba 101 $aind 102 $aID 105 $a|||| 1|||| 200 1 $aKesusasteraan Indonesia$fNj. Nursinah Supardo 210 $aDjakarta$cTunas Mekar Murni$d1963 215 $a2 v.$d19 cm 620 $aID$dJakarta$3UONL000164 686 $aINDS VI B$cINDONESIA - LETTERATURA MODERNA$2A 700 1$aSUPARDO$bNj. Nursinah$3UONV035640$0653193 712 $aTunas Mekar Murni$3UONV254876$4650 801 $aIT$bSOL$c20240220$gRICA 899 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$2UONSI 912 $aUON00056003 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI INDS VI B 006 $eSI MR 80732 5 006 996 $aKesusasteraan Indonesia$91148534 997 $aUNIOR LEADER 03095nam 2200613Ia 450 001 9910741194403321 005 20200520144314.0 010 $a3-319-00327-5 024 7 $a10.1007/978-3-319-00327-6 035 $a(CKB)3710000000002556 035 $a(EBL)1398561 035 $a(OCoLC)902405402 035 $a(SSID)ssj0000963162 035 $a(PQKBManifestationID)11532902 035 $a(PQKBTitleCode)TC0000963162 035 $a(PQKBWorkID)10981049 035 $a(PQKB)10803635 035 $a(DE-He213)978-3-319-00327-6 035 $a(MiAaPQ)EBC1398561 035 $a(PPN)172422213 035 $a(EXLCZ)993710000000002556 100 $a20130705d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic processes $efrom physics to finance /$fWolfgang Paul, Jorg Baschnagel 205 $a2nd ed. 210 $aHeidelberg ;$aNew York $cSpringer$d2013 215 $a1 online resource (287 p.) 300 $aDescription based upon print version of record. 311 $a3-319-03378-6 311 $a3-319-00326-7 320 $aIncludes bibliographical references and index. 327 $aA 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. 330 $aThis 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. 606 $aStochastic processes 606 $aProbabilities 615 0$aStochastic processes. 615 0$aProbabilities. 676 $a330 676 $a330.0151 676 $a330.1 676 $a519 700 $aPaul$b Wolfgang$0464842 701 $aBaschnagel$b Jorg$f1965-$01753940 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910741194403321 996 $aStochastic processes$94190013 997 $aUNINA