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Stochastic Processes: From Physics to Finance

Stochastic Processes: From Physics to Finance

Paperback

Investing & FinanceTechnology & EngineeringPhysics

ISBN10: 3319033786
ISBN13: 9783319033785
Publisher: Springer
Published: Aug 6 2015
Pages: 280
Weight: 0.92
Height: 0.62 Width: 6.14 Depth: 9.21
Language: English
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.

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Paul, Wolfgang

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Physics