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

Medios de comunicación	Libros Hardcover Book (Libro con lomo y cubierta duros)
Publicado	26 de julio de 2013
ISBN13	9783319003269
Editores	Springer International Publishing AG
Páginas	280
Dimensiones	155 × 235 × 17 mm · 589 g
Lengua	English

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