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	Książki Hardcover Book (Książka z twardym grzbietem i okładką)
Wydane	26 lipca 2013
ISBN13	9783319003269
Wydawcy	Springer International Publishing AG
Strony	280
Wymiary	155 × 235 × 17 mm · 589 g
Język	English

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