This book introduces the theory of stochastic processes with applications taken from physics and finance. 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.

280 pages, 43 black & white illustrations, biography

Medie	Bøger Hardcover bog (Bog med hård ryg og stift omslag)
Udgivet	26. juli 2013
ISBN13	9783319003269
Forlag	Springer International Publishing AG
Antal sider	280
Mål	155 × 235 × 17 mm · 589 g
Sprog	Engelsk

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