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...
Đã lưu trong:
| Những tác giả chính: | , |
|---|---|
| Định dạng: | Livre numérique |
| Ngôn ngữ: | Anglais |
| Được phát hành: |
Heidelberg :
Springer International Publishing
2013.
Cham : Springer Nature |
| Phiên bản: | 2nd ed. 2013. |
| Truy cập trực tuyến: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Chú thích: |
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 |
Mục lục:
- 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