Stochastic Processes: From Physics To Finance -

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

: It demonstrates how existing models in their field translate into finance and risk management. Stochastic Processes: From Physics to Finance

The book is available through several retailers in both hardcover and paperback formats: Stochastic Processes: From Physics to Finance - Amazon.com : An introduction to microscopic modeling techniques that

: Revised discussion on credit risk to reflect the market upheavals following the 2008 financial crisis. Target Audience Stochastic Processes: From Physics to Finance