Description
Stochastic Processes (2nd Ed., Softcover reprint of the original 2nd ed. 2013)
From Physics to Finance
Authors: Paul Wolfgang, Baschnagel Jörg
Language: EnglishSubject for Stochastic Processes:
Keywords
Brownian Motion; Econophysics of Financial Crashes; Exponentially Truncated Lévy Flight; Levy Distributions; Modeling the Financial Market; Put–Call Parity; Stochastic Mechanics; Stochastic Processes; Weierstrass Random Walk; data-driven science; modeling and theory building; quantitative finance
137.14 €
In Print (Delivery period: 15 days).
Add to cart the print on demand of Paul Wolfgang, Baschnagel JörgPublication date: 08-2015
Support: Print on demand
137.14 €
In Print (Delivery period: 15 days).
Add to cart the book of Paul Wolfgang, Baschnagel JörgPublication date: 07-2013
280 p. · 15.5x23.5 cm · Hardback
Description
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Contains a careful treatment of Levy processes
Displays classical and modern examples for the application of stochastic processes
Introduces stochastic processes in finance for natural scientists
Presents the physicists view on financial markets
Discusses econophysics of financial crashes
Includes supplementary material: sn.pub/extras