Stochastic Processes: From Physics to Finance
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Heidelberg [u.a.]
Springer
2013
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | TUM01 UBT01 Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9783319003276 |
| DOI: | 10.1007/978-3-319-00327-6 |
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Datensatz im Suchindex
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|---|---|
| adam_text | STOCHASTIC PROCESSES
/ PAUL, WOLFGANG
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
A FIRST GLIMPSE OF STOCHASTIC PROCESSES
A BRIEF SURVEY OF THE MATHEMATICS OF PROBABILITY THEORY
DIFFUSION PROCESSES
BEYOND THE CENTRAL LIMIT THEOREM: LEVY DISTRIBUTIONS
MODELING THE FINANCIAL MARKET
STABLE DISTRIBUTIONS REVISITED
HYPERSPHERICAL POLAR COORDINATES
THE WEIERSTRASS RANDOM WALK REVISITED
THE EXPONENTIALLY TRUNCATED LEVY FLIGHT
PUT–CALL PARITY
GEOMETRIC BROWNIAN MOTION
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
STOCHASTIC PROCESSES
/ PAUL, WOLFGANG
: 2013
ABSTRACT / INHALTSTEXT
THISBOOK INTRODUCES THE THEORY OF STOCHASTIC PROCESSES WITH
APPLICATIONS TAKEN FROM PHYSICS AND FINANCE. FUNDAMENTAL CONCEPTS LIKE
THE RANDOM WALK OR BROWNIAN MOTION BUT ALSO LEVY-STABLE DISTRIBUTIONS
ARE DISCUSSED. APPLICATIONS ARE SELECTED TO SHOW THE INTERDISCIPLINARY
CHARACTER OF THE CONCEPTS AND METHODS. IN THE SECOND EDITION OF THE BOOK
A DISCUSSION OF EXTREME EVENTS RANGING FROM THEIR MATHEMATICAL
DEFINITION TO THEIR IMPORTANCE FOR FINANCIAL CRASHES WAS INCLUDED. THE
EXPOSITION OF BASIC NOTIONS OF PROBABILITY THEORY AND THE BROWNIAN
MOTION PROBLEM AS WELL AS THE RELATION BETWEEN CONSERVATIVE DIFFUSION
PROCESSES AND QUANTUM MECHANICS IS EXPANDED. THE SECOND EDITION ALSO
ENLARGESTHE TREATMENT OF FINANCIAL MARKETS. 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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Paul, Wolfgang 1959- Baschnagel, Jörg 1965- |
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.23 |
| dewey-search | 519.23 |
| dewey-sort | 3519.23 |
| dewey-tens | 510 - Mathematics |
| discipline | Physik Mathematik |
| doi_str_mv | 10.1007/978-3-319-00327-6 |
| edition | 2. ed. |
| format | Electronic eBook |
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| spelling | Paul, Wolfgang 1959- Verfasser (DE-588)121472302 aut Stochastic Processes From Physics to Finance Wolfgang Paul ; Jörg Baschnagel 2. ed. Heidelberg [u.a.] Springer 2013 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Mathematische Physik (DE-588)4037952-8 gnd rswk-swf Mathematische Physik (DE-588)4037952-8 s Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 Finanzmathematik (DE-588)4017195-4 s 2\p DE-604 Baschnagel, Jörg 1965- Verfasser (DE-588)121472329 aut Erscheint auch als Druckausgabe 978-3-319-00326-9 https://doi.org/10.1007/978-3-319-00327-6 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026179279&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026179279&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Paul, Wolfgang 1959- Baschnagel, Jörg 1965- Stochastic Processes From Physics to Finance Finanzmathematik (DE-588)4017195-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Mathematische Physik (DE-588)4037952-8 gnd |
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| title | Stochastic Processes From Physics to Finance |
| title_auth | Stochastic Processes From Physics to Finance |
| title_exact_search | Stochastic Processes From Physics to Finance |
| title_full | Stochastic Processes From Physics to Finance Wolfgang Paul ; Jörg Baschnagel |
| title_fullStr | Stochastic Processes From Physics to Finance Wolfgang Paul ; Jörg Baschnagel |
| title_full_unstemmed | Stochastic Processes From Physics to Finance Wolfgang Paul ; Jörg Baschnagel |
| title_short | Stochastic Processes |
| title_sort | stochastic processes from physics to finance |
| title_sub | From Physics to Finance |
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| topic_facet | Finanzmathematik Stochastischer Prozess Mathematische Physik |
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