Stochastic Processes: From Physics to Finance

Stochastic Processes: From Physics to Finance

by Wolfgang Paul (Author), Jörg Baschnagel (Author)

Synopsis

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.

$170.16

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 296
Edition: 2nd ed. 2013
Publisher: Springer
Published: 26 Jul 2013

ISBN 10: 3319003267
ISBN 13: 9783319003269