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

Media	Böcker Inbunden Bok (Inbunden bok med hårda pärmar och skyddsomslag)
Releasedatum	26 juli 2013
ISBN13	9783319003269
Utgivare	Springer International Publishing AG
Antal sidor	280
Mått	155 × 235 × 17 mm · 589 g
Språk	Engelska

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