Holdings: Stochastic Processes

Stochastic Processes: From Physics to Finance

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Bibliographic Details
Main Authors:	Paul, Wolfgang 1959- (Author), Baschnagel, Jörg 1965- (Author)
Format:	Electronic eBook
Language:	English
Published:	Heidelberg [u.a.] Springer 2013
Edition:	2. ed.
Subjects:	Finanzmathematik Stochastischer Prozess Mathematische Physik
Online Access:	TUM01 UBT01 Volltext Inhaltsverzeichnis Abstract
Physical Description:	1 Online-Ressource
ISBN:	9783319003276
DOI:	10.1007/978-3-319-00327-6

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MARC


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Record in the Search Index

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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.
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author	Paul, Wolfgang 1959- Baschnagel, Jörg 1965-
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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
subject_GND	(DE-588)4017195-4 (DE-588)4057630-9 (DE-588)4037952-8
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
topic	Finanzmathematik (DE-588)4017195-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Mathematische Physik (DE-588)4037952-8 gnd
topic_facet	Finanzmathematik Stochastischer Prozess Mathematische Physik
url	https://doi.org/10.1007/978-3-319-00327-6 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 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
work_keys_str_mv	AT paulwolfgang stochasticprocessesfromphysicstofinance AT baschnageljorg stochasticprocessesfromphysicstofinance

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