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Stochastic Processes

From Physics to Finance

Language EnglishEnglish
Book Hardback
Book Stochastic Processes Wolfgang Paul
Libristo code: 01468862
Publishers Springer International Publishing AG, July 2013
This book introduces the theory of stochastic processes with applications taken from physics and fin...
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135.35 €
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This book introduces the theory of stochastic processes with applications taken from physics and finance. It includes a discussion of extreme events, ranging from their mathematical definition to their importance for financial crashes.

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About the book

Full name Stochastic Processes
Author Wolfgang Paul, Jörg Baschnagel
Language English
Binding Book - Hardback
Date of issue 2013
Number of pages 280
EAN 9783319003269
ISBN 3319003267
Libristo code 01468862
Publishers Springer International Publishing AG
Weight 5679
Dimensions 155 x 235 x 22

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Society & Social Sciences > Sociology & anthropology > Sociology > Social research & statistics
Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Mathematics & Science > Biology, life sciences > Life sciences: general issues > Ecological science, the Biosphere
Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Physics > Mathematical physics
Technology, Engineering, Agriculture > Technology: general issues > Engineering: general
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