{
"item_title" : "Stochastic Processes",
"item_author" : [" Wolfgang Paul", "Jörg Baschnagel "],
"item_description" : "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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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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