Stochastic Processes: From Physics To Finance Apr 2026

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

: Expanded sections on conservative diffusion processes, Lévy-stable distributions, and the "stylized facts" of financial markets. Stochastic Processes: From Physics to Finance

: Revised discussion on credit risk to reflect the market upheavals following the 2008 financial crisis. Target Audience : An introduction to microscopic modeling techniques that