This book introduces the theory of stochastic processes with applications taken from physics and finance. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

280 pages, 43 black & white illustrations, biography

Media	Books Hardcover Book (Book with hard spine and cover)
Released	July 26, 2013
ISBN13	9783319003269
Publishers	Springer International Publishing AG
Pages	280
Dimensions	155 × 235 × 17 mm · 589 g
Language	English

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