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Stochastic Processes|Wolfgang Paul

Stochastic Processes : From Physics to Finance

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Overview

A First Glimpse of Stochastic Processes.- A Brief Survey of the Mathematics of Probability Theory.- Diffusion Processes.- Beyond the Central Limit Theorem: L vy Distributions.- Modeling the Financial Market.- Stable Distributions Revisited.- Hyperspherical Polar Coordinates.- The Weierstrass Random Walk Revisited.- The Exponentially Truncated L vy Flight.- Put-Call Parity.- Geometric Brownian Motion.

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Details

  • ISBN-13: 9783319003269
  • ISBN-10: 3319003267
  • Publisher: Springer
  • Publish Date: July 2013
  • Dimensions: 9.21 x 6.14 x 0.69 inches
  • Shipping Weight: 1.3 pounds
  • Page Count: 280

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