Copied Stochastic Processes
Stochastic Processes
Thisbook introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlargesthe treatment of financial markets. 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.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$119.00 | $119.00 |
|
$119.00 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
High Impact Data Visualization with Power View, Power Map, and Power BI
$39.99
Glass
$159.99
Einfhrung in die Mathematische Logik
$39.99
Informatics in Schools. Engaging Learners in Computational Thinking
$39.99
Die Schmelzwassermengen der Nebelfrostablagerungen
$54.99
Sucht und Mnnlichkeiten
$44.99
Bug Scouts: Camp Out!
$5.99
Stochastische Geometrie
$69.95
Instrumentation for the Detection and Determination of Pesticides and their Residues in Foods
$59.99
Technology Management in Financial Services
$109.99
Sauerstoff
$54.99
Diagnostik
$29.99
Informatics in Control, Automation and Robotics
$169.00
Dictionary of Labour Biography
$129.00
Scale Space and Variational Methods in Computer Vision
$109.99
Scientists Text Set: Grade 4
$275.00
Palgrave Advances in Renaissance Historiography
$38.00
Leaching of Low and Level Waste Packages Under Disposal Conditions
$54.99
Multichannel-Retailing
$79.99
New Leadership im Finanzsektor
$44.99
Hans-Jrgen Syberberg, the Film Director as Critical Thinker
$39.99
Entwicklungspsychologie des Jugendalters
$84.99
The Definitive Guide to Stellent Content Server Development
$54.99
Energy in Physics, War and Peace
$219.99
Vernetztes Wissen
$79.99
Advances in Comparative and Environmental Physiology
$109.99
Formal Methods Fun for Everybody
$54.99
Quantum Theory from a Nonlinear Perspective
$89.00
Tumble
$6.74
Driving Service Productivity
$54.99
Wege der Sicherheitsgesellschaft
$39.99
Governance of Communication Networks
$109.99
The Biofilm Primer
$129.00
Programmieren mit Ada
$59.99
Invasion
$9.74
Lyssaviruses
$109.99
Food Insecurity, the Obesity Crisis, and Exploitation in the US Food System
$54.99
Clifford TV - Clifford the Big Red Dog Storybook: The Fire Dog Challenge
$4.49
Wings of Fire Graphic Novel: The Dragonet Prophecy (#1) (Hardcover)
$18.74
Bioinformatics of Non Cell Lung Cancer and the Ras Proto-Oncogene
$54.99
