: Revised discussion on credit risk to reflect the market upheavals following the 2008 financial crisis. Target Audience
: Expanded sections on conservative diffusion processes, Lévy-stable distributions, and the "stylized facts" of financial markets. 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 : Revised discussion on credit risk to reflect
: It demonstrates how existing models in their field translate into finance and risk management. Stochastic Processes: From Physics to Finance