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Stochastic Processes : From Physics to Finance

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Cover of 'Stochastic Processes : From Physics to Finance'

Table of Contents

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    Book Overview
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    Chapter 1 A First Glimpse of Stochastic Processes
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    Chapter 2 A Brief Survey of the Mathematics of Probability Theory
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    Chapter 3 Diffusion Processes
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    Chapter 4 Beyond the Central Limit Theorem: Lévy Distributions
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    Chapter 5 Modeling the Financial Market
Attention for Chapter 2: A Brief Survey of the Mathematics of Probability Theory
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