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Paperback Stochastic Processes: From Physics to Finance Book
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ISBN: 3319033786

ISBN13: 9783319033785

Stochastic Processes: From Physics to Finance

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A First Glimpse of Stochastic Processes.- A Brief Survey of the Mathematics of Probability Theory.- Diffusion Processes.- Beyond the Central Limit Theorem: L?vy Distributions.- Modeling the Financial Market.- Stable Distributions Revisited.- Hyperspherical Polar Coordinates.- The Weierstrass Random Walk Revisited.- The Exponentially Truncated L?vy Flight.- Put-Call Parity.- Geometric Brownian Motion.

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Format: Paperback

Condition: New

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