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 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 i…
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Produktdetails
Weitere Autoren: Baschnagel, Jörg
- ISBN: 978-3-319-00327-6
- EAN: 9783319003276
- Produktnummer: 18258142
- Verlag: Springer-Verlag GmbH
- Sprache: Deutsch
- Erscheinungsjahr: 2013
- Seitenangabe: 280 S.
- Plattform: PDF
- Masse: 5'516 KB
- Auflage: 2nd ed. 2013
- Abbildungen: 43 schwarz-weiße Abbildungen, Bibliographie
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