Stochastic Processes: From Physics To Finance -
: Revised discussion on credit risk to reflect the market upheavals following the 2008 financial crisis. Target Audience
: It provides a self-contained introduction to probability theory and stochastic calculus from a physicist's perspective. Purchasing Options Stochastic Processes: From Physics to Finance
: Expanded sections on conservative diffusion processes, Lévy-stable distributions, and the "stylized facts" of financial markets. : Revised discussion on credit risk to reflect