Stochastic Processes: From Physics to Finance

by Wolfgang Paul, Jörg Baschnagel, J Baschnagel

Book Overview

This book deals with stochastic processes which are important in statistical physics and the regulation of finance markets. It gives the basis for estimation and calculation of widely independent processes governing a more complex behaviour of systems. The book is a must for financial analysts and for physicists and mathematicians working in the field of finance.

• Format: Paperback
• Language: English
• ISBN: 3642085822
• ISBN13: 9783642085826
• Release Date: December 2010
• Publisher: Springer
• Length: 232 Pages
• Weight: 0.78 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"