Stochastic Processes: From Physics To Finance -

: An introduction to microscopic modeling techniques that correlate agent behavior with financial time series features.

The second edition, published by Springer , includes several significant updates: Stochastic Processes: From Physics to Finance

: New content covering the mathematical definition of extreme events and their role in financial crashes. : An introduction to microscopic modeling techniques that

: It demonstrates how existing models in their field translate into finance and risk management. published by Springer