Stochastic Processes: From Physics to Finance

by Wolfgang Paul, Jorg Baschnagel, Jörg Baschnagel

A First Glimpse of Stochastic Processes.- A Brief Survey of the Mathematics of Probability Theory.- Diffusion Processes.- Beyond the Central Limit Theorem: L?vy Distributions.- Modeling the Financial Market.- Stable Distributions Revisited.- Hyperspherical Polar Coordinates.- The Weierstrass Random Walk Revisited.- The Exponentially Truncated L?vy Flight.- Put-Call Parity.- Geometric Brownian Motion.

• Format: Paperback
• Language: English
• ISBN: 3319033786
• ISBN13: 9783319033785
• Release Date: August 2015
• Publisher: Springer
• Length: 280 Pages
• Weight: 0.92 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"