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Stochastic Processes

From Physics to Finance

Stochastic Processes( )
Author: Paul, Wolfgang
Baschnagel, Jrg
ISBN:978-3-319-00326-9
Publication Date:Jul 2013
Publisher:Springer
Book Format:Hardback
List Price:USD $109.00
Book Description:

This book introduces the theory of stochastic processes with applications taken from physics and finance. It includes a discussion of extreme events, ranging from their mathematical definition to their importance for financial crashes.

Book Details
Pages:280
Detailed Subjects: Mathematics / Probability & Statistics / Stochastic Processes
Physical Dimensions (W X L X H):6.045 x 9.165 x 0.269 Inches
Book Weight:1.338 Pounds

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