Stochastic Processes (Record no. 45323)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03266nam a22005537a 4500 |
| 001 - CONTROL NUMBER | |
| control field | sulb-eb0023231 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | BD-SySUS |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160413122341.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130710s2013 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319003276 |
| -- | 978-3-319-00327-6 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-319-00327-6 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QC1-999 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | JHBC |
| Source | bicssc |
| Subject category code | PSAF |
| Source | bicssc |
| Subject category code | SCI064000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 621 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Paul, Wolfgang. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Processes |
| Medium | [electronic resource] : |
| Remainder of title | From Physics to Finance / |
| Statement of responsibility, etc. | by Wolfgang Paul, Jörg Baschnagel. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. 2013. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Heidelberg : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XIII, 280 p. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | A First Glimpse of Stochastic Processes -- A Brief Survey of the Mathematics of Probability Theory -- Diffusion Processes -- Beyond the Central Limit Theorem: Lévy Distributions -- Modeling the Financial Market -- Stable Distributions Revisited -- Hyperspherical Polar Coordinates -- The Weierstrass Random Walk Revisited -- The Exponentially Truncated Lévy Flight -- Put–Call Parity -- Geometric Brownian Motion. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Physics. |
| Topical term or geographic name as entry element | Economics, Mathematical. |
| Topical term or geographic name as entry element | Mathematical physics. |
| Topical term or geographic name as entry element | Sociophysics. |
| Topical term or geographic name as entry element | Econophysics. |
| Topical term or geographic name as entry element | Economic theory. |
| Topical term or geographic name as entry element | Physics. |
| Topical term or geographic name as entry element | Socio- and Econophysics, Population and Evolutionary Models. |
| Topical term or geographic name as entry element | Quantitative Finance. |
| Topical term or geographic name as entry element | Economic Theory/Quantitative Economics/Mathematical Methods. |
| Topical term or geographic name as entry element | Mathematical Methods in Physics. |
| Topical term or geographic name as entry element | Mathematical Applications in the Physical Sciences. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Baschnagel, Jörg. |
| Relator term | author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319003269 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-3-319-00327-6">http://dx.doi.org/10.1007/978-3-319-00327-6</a> |
| 912 ## - | |
| -- | ZDB-2-PHA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | |
No items available.