Stochastic Processes (Record no. 75147)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03444nam a22005655i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-00327-6 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220801140054.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130710s2013 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319003276 |
| -- | 978-3-319-00327-6 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 530.1 |
| 100 1# - AUTHOR NAME | |
| Author | Paul, Wolfgang. |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Processes |
| Sub Title | From Physics to Finance / |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XIII, 280 p. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | A First Glimpse of Stochastic Processes -- A Brief Survey of the Mathematics of Probability Theory -- Diffusion Processes -- Beyond the Central Limit Theorem: Lévy Distributions -- Modeling the Financial Market -- Stable Distributions Revisited -- Hyperspherical Polar Coordinates -- The Weierstrass Random Walk Revisited -- The Exponentially Truncated Lévy Flight -- Put–Call Parity -- Geometric Brownian Motion. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book 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 enlarges the 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. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Baschnagel, Jörg. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1007/978-3-319-00327-6 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Cham : |
| -- | Springer International Publishing : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | System theory. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Social sciences—Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Mathematical physics. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Complex Systems. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Mathematics in Business, Economics and Finance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Quantitative Economics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Mathematical Methods in Physics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Mathematical Physics. |
| 912 ## - | |
| -- | ZDB-2-PHA |
| 912 ## - | |
| -- | ZDB-2-SXP |
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