Notice bibliographique
- Notice
Type(s) de contenu et mode(s) de consultation : Texte noté : électronique
Auteur(s) : Paul, Wolfgang (1959-....)
Paul, Wolfgang
Titre(s) : Stochastic processes [Texte électronique] : from physics to finance / Wolfgang Paul, Jörg Baschnagel
Édition : 2nd ed.
Publication : Berlin ; New York : Springer, cop. 2013
Description matérielle : 1 online resource (1 texte électronique (xiii, 231 p.))
Note(s) : Titre de l'écran-titre (visionné le 30 septembre 2013). - Bibliogr
"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."--[Jaquette du livre]
Autre(s) auteur(s) : Baschnagel, Jörg (1965-....). Fonction indéterminée
Sujet(s) : Processus stochastiques
Indice(s) Dewey :
519.23 (23e éd.) = Processus aléatoires
Identifiants, prix et caractéristiques : ISBN 9783319003276
Identifiant de la notice : ark:/12148/cb44674309d
Notice n° :
FRBNF44674309
(notice reprise d'un réservoir extérieur)
