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Catalogue Information
Field name	Details
Dewey Class	519.23 (DDC 23)
Title	Stochastic Processes : From Physics to Finance ([EBook]) / Wolfgang Paul, Jörg Baschnagel
Author	Paul, Wolfgang , 1959-
Added Personal Name	Baschnagel, Jörg , 1965-
Edition statement	Second edition
Publication	Cham : Springer International Publishing , 2013
Physical Details	xiii, 231 pages : 1 online resource
ISBN	978-3-319-00327-6
Contents note	"The book is an introduction to stochastic processes with applications from physics and finance. It introduces the basic notions of probability theory and the mathematics of stochastic processes. The applications that we discuss are chosen to show the interdisciplinary character of the concepts and methods and are taken from physics and finance. Due to its interdisciplinary character and choice of topics, the book can show students and researchers in physics how models and techniques used in their field can be translated into and applied in the field of finance and risk-management. On the other hand, a practitioner from the field of finance will find models and approaches recently developed in the emerging field of econophysics for understanding the stochastic price behavior of financial assets."
System details note	Online access to this digital book (License ID Number:42899, dated 29.12.2020) is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	https://doi.org/10.1007/978-3-319-00327-6
Links to Related Works	Subject References: Stochastic Processes . Authors: Baschnagel, Jörg 1965- . Paul, Wolfgang 1959- . Classification: 519.23 (DDC 23) .

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Stochastic Processes: From Physics to Finance

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