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...
Sparad:
| Huvudupphovsmän: | , |
|---|---|
| Materialtyp: | Livre numérique |
| Språk: | Anglais |
| Publicerad: |
Heidelberg :
Springer International Publishing
2013.
Cham : Springer Nature |
| Upplaga: | 2nd ed. 2013. |
| Länkar: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmärkning: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic Processes, Texte imprimé, 9783319003269 |
| LEADER | 03146nam a22003257a 4500 | ||
|---|---|---|---|
| 001 | 946897 | ||
| 008 | 131018q2000 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN172422213 | ||
| 020 | |a 9783319003276 | ||
| 041 | 0 | |a eng | |
| 082 | |a 621 | ||
| 100 | 1 | |a Paul, Wolfgang, |d 1959- | |
| 245 | 1 | 0 | |a Stochastic processes : |b from physics to finance |c by Wolfgang Paul, Jörg Baschnagel. |
| 250 | |a 2nd ed. 2013. | ||
| 260 | |a Heidelberg : |b Springer International Publishing. | ||
| 260 | |a Cham : |b Springer Nature, |c 2013. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given | ||
| 700 | 1 | |a Baschnagel, Jörg, |d 1965- |4 aut | |
| 776 | 0 | |t Stochastic Processes |b Texte imprimé |z 9783319003269 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-319-00327-6 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-CRF5B46T-0 |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747818673 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/978-3-319-00327-6 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750835281 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/978-3-319-00327-6 |z Accès INSA CVL | |
| 997 | |0 946897 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||