Stochastic Processes: | From Physics To Finance

The second edition, published by Springer , includes several significant updates:

: It introduces econophysics —an emerging field for understanding stochastic price behavior through the lens of physics-based models. 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 The second edition, published by Springer , includes

: Expanded sections on conservative diffusion processes, Lévy-stable distributions, and the "stylized facts" of financial markets. The second edition

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