Stochastic Processes From Physics to Finance /
This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts a...
Κύριοι συγγραφείς: | , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Heidelberg :
Springer International Publishing : Imprint: Springer,
2013.
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Έκδοση: | 2nd ed. 2013. |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- A First Glimpse of Stochastic Processes
- A Brief Survey of the Mathematics of Probability Theory
- Diffusion Processes
- Beyond the Central Limit Theorem: Lévy Distributions
- Modeling the Financial Market
- Stable Distributions Revisited
- Hyperspherical Polar Coordinates
- The Weierstrass Random Walk Revisited
- The Exponentially Truncated Lévy Flight
- Put–Call Parity
- Geometric Brownian Motion.