Stochastic Processes

From Physics to Finance

Taschenbuch 142,95€

weitere Formateab 139,09€

153,99€Hardcover 153,99€Taschenbuch 139,09€E-Book (PDF)

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Auf die Merkliste

Veröffentlicht 2010, von Wolfgang Paul, Jörg Baschnagel bei Springer Berlin

ISBN: 978-3-642-08582-6
Auflage: 1. Auflage
XIV, 232 Seiten
XIV, 232 p. 36 illus.
23.5 cm x 15.5 cm

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 ...

Beschreibung

From the reviews: "While this book is oriented toward students of physics, it could well be appreciated by a wider mathematical audience […] The text offers a rare opportunity to have a unified and modern treatment of stochastic processes in physics and finance." Bulletin of Mathematics Books

Zitat aus einer Besprechung

From the reviews:

BULLETIN OF MATHEMATICS BOOKS

"While this book is oriented toward students of physics, it could well be appreciated by a wider mathematical audience…The text offers a rare opportunity to have a unified and modern treatment of stochastic processes in physics and finance."