Stochastic Processes
From Physics to Finance
Published on 24. January 2000
Book
Hardback
XIV, 232 pages
978-3-540-66560-1 (ISBN)
Description
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
Reviews / Votes
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."
More details
Edition
1999
Language
English
Place of publication
Heidelberg
Germany
Publishing group
Springer Berlin
Target group
College/higher education
Professional and scholarly
Research
Product notice
Laminated cover
Illustrations
36 s/w Abbildungen
1, black & white illustrations
Dimensions
Height: 23.5 cm
Width: 15.5 cm
Thickness: 15 mm
Weight
1170 gr
ISBN-13
978-3-540-66560-1 (9783540665601)
Schweitzer Classification
Other editions
New editions
Book
07/2013
2nd Edition
Springer
€149.79
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Additional editions
Book
12/2010
Springer
€139.05
Shipment within 7-9 days
Content
1. A First Glimpse of Stochastic Processes; 2. A Brief Survey of the Mathematics of Probability Theory; 3. Diffusion Processes; 4. Beyond the Central Limit Theorem: Lévy Distributions; 5. Modeling the Financial Market; Appendices