by Wolfgang Paul (Author), Jörg Baschnagel (Author)
This book introduces the theory of stochastic processes with applications taken from physics and finance. It includes a discussion of extreme events, ranging from their mathematical definition to their importance for financial crashes.
Format: Hardcover
Pages: 296
Edition: 2nd ed. 2013
Publisher: Springer
Published: 26 Jul 2013
ISBN 10: 3319003267
ISBN 13: 9783319003269