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Stochastic Processes

From Physics to Finance

Language EnglishEnglish
Book Paperback
Book Stochastic Processes Wolfgang Paul
Libristo code: 09876872
Publishers Springer International Publishing AG, August 2015
This book introduces the theory of stochastic processes with applications taken from physics and fin...
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135.27 €
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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, Jorg Baschnagel
Language English
Binding Book - Paperback
Date of issue 2015
Number of pages 280
EAN 9783319033785
ISBN 9783319033785
Libristo code 09876872
Publishers Springer International Publishing AG
Weight 4511
Dimensions 155 x 235 x 17

Categories

Society & Social Sciences > Sociology & anthropology > Sociology > Social research & statistics
Mathematics & Science > Mathematics > Optimization > Game theory
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
Mathematics & Science > Physics > Mathematical physics
Economics, Finance, Business & Management > Finance & accounting
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