Stock image for illustration purposes only - book cover, edition or condition may vary.
Stochastic Processes
Paul, Wolfgang; Baschnagel, Jorg
€ 190.13
FREE Delivery in Ireland
Description for Stochastic Processes
Paperback. From the reviews: "While this book is oriented toward students of physics, it could well be appreciated by a wider mathematical audience [ ] The text offers a rare opportunity to have a unified and modern treatment of stochastic processes in physics and finance." Bulletin of Mathematics Books" Num Pages: 246 pages, 36 black & white illustrations, biography. BIC Classification: KCA; KFF; PBT; PBWL; PH. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 14. Weight in Grams: 385.
This book presents an introduction to stochastic processes with applications from physics and finance. It introduces the basic notions of probability theory and the mathematics of stochastic processes. The applications that we discuss are chosen to show the interdisciplinary character of the concepts and methods, and are taken mainly from physics and finance. Due to its interdisciplinary character and choice of topics, the book can show students and researchers in physics how models and techniques used in their field can be translated into and applied in the field of finance and risk-management. On the other hand, a practitioner from the ... Read more
This book presents an introduction to stochastic processes with applications from physics and finance. It introduces the basic notions of probability theory and the mathematics of stochastic processes. The applications that we discuss are chosen to show the interdisciplinary character of the concepts and methods, and are taken mainly from physics and finance. Due to its interdisciplinary character and choice of topics, the book can show students and researchers in physics how models and techniques used in their field can be translated into and applied in the field of finance and risk-management. On the other hand, a practitioner from the ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
246
Condition
New
Number of Pages
232
Place of Publication
Berlin, Germany
ISBN
9783642085826
SKU
V9783642085826
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Processes
From the reviews: BULLETIN OF MATHEMATICS BOOKS "While this book is oriented toward students of physics, it could well be appreciated by a wider mathematical audience…The text offers a rare opportunity to have a unified and modern treatment of stochastic processes in physics and finance."