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Stochastic Processes

From Physics to Finance

Language EnglishEnglish
Book Paperback
Book Stochastic Processes Wolfgang Paul
Libristo code: 09876872
Publishers Springer International Publishing AG, August 2015
This book introduces the theory of stochastic processes with applications taken from physics and fin...
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143.89
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This book introduces the theory of stochastic processes with applications taken from physics and finance. It includes a discussion of extreme events, ranging from their mathematical definition to their importance for financial crashes.

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