Stochastic Processes: From Physics to Finance

by Wolfgang Paul, Jörg Baschnagel, J Baschnagel

Book Overview

1. A First Glimpse of Stochastic Processes; 2. A Brief Survey of the Mathematics of Probability Theory; 3. Diffusion Processes; 4. Beyond the Central Limit Theorem: L vy Distributions; 5. Modeling the Financial Market; Appendices

• 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"