Stochastic Processes: From Physics to Finance

摘要: A First Glimpse of Stochastic Processes.- Brief Survey the Mathematics Probability Theory.- Diffusion Beyond Central Limit Theorem: Levy Distributions.- Modeling Financial Market.- Stable Distributions Revisited.- Hyperspherical Polar Coordinates.- The Weierstrass Random Walk Exponentially Truncated Flight.- Put-Call Parity.- Geometric Brownian Motion.