Stochastic Processes From Physics to Finance |
|
| Author:
| Paul, Wolfgang
Baschnagel, Jrg |
| ISBN: | 978-3-319-00326-9 |
| Publication Date: | Jul 2013 |
| Publisher: | Springer International Publishing AG
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $159.99 |
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.
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.