Udvidet returret til d. 31. januar 2025

Stochastic Processes - Wolfgang Paul - Bog

- From Physics to Finance

Bag om Stochastic Processes

This book introduces the theory of stochastic processes with applications taken from physics and finance. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319033785
  • Indbinding:
  • Paperback
  • Sideantal:
  • 280
  • Udgivet:
  • 6. august 2015
  • Udgave:
  • 22013
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 4511 g.
  • 8-11 hverdage.
  • 3. december 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Stochastic Processes

This book introduces the theory of stochastic processes with applications taken from physics and finance. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

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