Stochastic Processes: From Physics to Finance (Hardcover) (ISBN-13: 9783319003269)

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

Author: Wolfgang Paul, Jg Baschnagel
ISBN-10: 3319003267
ISBN-13: 9783319003269
Publisher: Springer
Language: English
Published: 07/26/2013
Pages: 280
Format: Hardcover
Weight: 1.30lbs
Size: 9.21h x 6.14w x 0.69d