Cargando…
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...
| Autores principales: | , |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
2013
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-00327-6 http://cds.cern.ch/record/1566201 |