Stochastic processes: from physics to finance

Wolfgang Paul, Jörg Baschnagel3540665609, 9783540665601

This book deals with stochastic processes which are important in statistical physics and the regulation of finance markets. It gives the basis for estimation and calculation of widely independent processes governing a more complex behaviour of systems. The book is a must for financial analysts and for physicists and mathematicians working in the field of finance.