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Titlebook: Stochastic Processes; From Physics to Fina Wolfgang Paul,J?rg Baschnagel Book 2013Latest edition Springer International Publishing Switzerl

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發(fā)表于 2025-3-21 19:40:20 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書(shū)目名稱(chēng)Stochastic Processes
副標(biāo)題From Physics to Fina
編輯Wolfgang Paul,J?rg Baschnagel
視頻videohttp://file.papertrans.cn/879/878101/878101.mp4
概述Contains a careful treatment of Levy processes.Displays classical and modern examples for the application of stochastic processes.Introduces stochastic processes in finance for natural scientists.Pres
圖書(shū)封面Titlebook: Stochastic Processes; From Physics to Fina Wolfgang Paul,J?rg Baschnagel Book 2013Latest edition Springer International Publishing Switzerl
描述This?book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges?the treatment of financial markets. 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.
出版日期Book 2013Latest edition
關(guān)鍵詞Brownian Motion; Econophysics of Financial Crashes; Exponentially Truncated Lévy Flight; Levy Distribut
版次2
doihttps://doi.org/10.1007/978-3-319-00327-6
isbn_softcover978-3-319-03378-5
isbn_ebook978-3-319-00327-6
copyrightSpringer International Publishing Switzerland 2013
The information of publication is updating

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rges?the treatment of financial markets. 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.978-3-319-03378-5978-3-319-00327-6
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experi mental developments on environmental adsorption, adsorption processes, as well as synthesis and tailoring of novel adsorbents, including the assessment of materials and processes. The invited lectures provided a comprehensive report on adsorpti978-1-4020-6804-1978-1-4020-6805-8Series ISSN 1874-6519 Series E-ISSN 1874-6543
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發(fā)表于 2025-3-22 06:57:54 | 只看該作者
Wolfgang Paul,J?rg Baschnagel the turbulent mixing noise and the broadband shock associated noise or simply shock associated noise. The general consensus appears to be that the former is generated directly by the turbulence of the jet flow while the latter is produced by the unsteady interaction between the flow turbulence and
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Wolfgang Paul,J?rg Baschnagelities of the Institute and to discuss the areas of research to be undertaken in the future. This anniversary was also chosen as an opportunity to honor one of the Institute‘s founders and its director, Professor Krishnamurty Karamcheti. It has been his crea- tive inspiration that has provided the id
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Wolfgang Paul,J?rg BaschnagelPL at which nonlinear spectral distortion can be expected to be significant near the . frequency (and, by implication, even more significant at the higher frequencies which are so important in the determination of Perceived Noise Levels). This method can also incorporate attenuation effects, along w
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發(fā)表于 2025-3-22 18:11:23 | 只看該作者
Wolfgang Paul,J?rg Baschnageli-parallel acoustic modes that exist in the duct instead of solving for the actual wave. It is applicable to hard-walled as well as lined ducts, strong as well as weak transverse gradients, and strong as well as weak axial gradients. The numerical results show that converging ducts produce substanti
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