Stochastic Processes. From Physics to Finance by Jörg Baschnagel, Wolfgang Paul

Stochastic Processes. From Physics to Finance



Download Stochastic Processes. From Physics to Finance




Stochastic Processes. From Physics to Finance Jörg Baschnagel, Wolfgang Paul
Language: English
Page: 248
Format: djvu
ISBN: 3540665609, 9783540665601
Publisher: Springer

This book deals with stochastic processes which are important in statistical physics and the regulation of finance markets. It gives the basis for estimation and calculation of widely independent processes governing a more complex behaviour of systems. The book is a must for financial analysts and for physicists and mathematicians working in the field of finance.

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