Stochastic processes: from physics to finance

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This book deals with stochastic processes which are important in statistical physics and the regulation of finance markets. It gives the basis for estimation and calculation of widely independent processes governing a more complex behaviour of systems. The book is a must for financial analysts and for physicists and mathematicians working in the field of finance.

Author(s): Wolfgang Paul, Jörg Baschnagel
Edition: 1
Publisher: Springer
Year: 1999

Language: English
Pages: 248
City: Berlin; New York
Tags: Математика;Теория вероятностей и математическая статистика;Теория случайных процессов;