£61.00

VDM Verlag STOCK PRICE PROCESSES: On the correlation of maximum gain and maximum loss of stock price processes

Price data last checked 56 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£61 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 35 days • 35 data points (No recent data available)

Historical
Generating forecast...
£61.00 £57.95 £59.17 £60.39 £61.61 £62.83 £64.05 09 April 2026 17 April 2026 26 April 2026 04 May 2026 13 May 2026

Price Distribution

Price distribution over 35 days • 1 price levels

Days at Price
35 days 0 9 18 26 35 £61 Days at Price

Price Analysis

Most common price: £61 (35 days, 100.0%)

Price range: £61 - £61

Price levels: 1 different prices over 35 days

Description

Brownian motion is a central model in finance and other areas such as physics. In finance the price of one share of the risky asset, the stock, is modeled by exponential Brownian motion however by taking the log of stock prices, Brownian motion can be used as the basis of the calculations. Over a certain fixed length of time, a reasonably low risk, how much one can lose is as crucial to the success of any fund as a high profit. For this reason, investors are naturally interested in the maximum and the minimum, and also the maximum loss and maximum gain. Therefore it is a good idea to study their distributions and joint distributions. For the investors the results in this book explain the variability of the maximum and the minimum and of maximum gain and maximum loss of stock prices and in this book some useful observations and conjectures are collected on the risk and gain of stock prices. About the Author Ceren Vardar,PhD Statistics: Bowling Green State University, Ohio USA.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
24 April 2009
Listed Since
05 May 2009

Barcode

No barcode data available

Similar Products You Might Like

Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics, 113)
97% match

Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics, 113)

Springer

£44.19 13 Jun 2026
Brownian Motion: 30 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 30)
97% match

Brownian Motion: 30 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 30)

Cambridge University Press

£66.49 23 Apr 2026
Art of Smooth Pasting (Fundamentals of Pure & Applied Economics)
97% match

Art of Smooth Pasting (Fundamentals of Pure & Applied Economics)

Routledge

£86.10 07 May 2026
LMS: 28 Brownian Motion (London Mathematical Society Lecture Note Series, Series Number 28)
97% match

LMS: 28 Brownian Motion (London Mathematical Society Lecture Note Series, Series Number 28)

Cambridge University Press

£46.89 07 Mar 2026
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
96% match

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Springer

£92.18 26 Jun 2026
A First Course in Stochastic Calculus (Pure and Applied Undergraduate Texts)
96% match

A First Course in Stochastic Calculus (Pure and Applied Undergraduate Texts)

£73.00 25 Jun 2026
Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
96% match

Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

CRC Press

£72.31 13 Jun 2026
Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)
96% match

Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)

De Gruyter

£47.97 16 Jun 2026
The Art of Smooth Pasting (Harwood Fundamentals of Pure and Applied Economics)
96% match

The Art of Smooth Pasting (Harwood Fundamentals of Pure and Applied Economics)

Routledge

£151.80 12 May 2026
Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
96% match

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Brand: Amer Mathematical Society

£47.50 30 Jun 2026
Stochastic Disorder Problems: 93 (Probability Theory and Stochastic Modelling, 93)
96% match

Stochastic Disorder Problems: 93 (Probability Theory and Stochastic Modelling, 93)

Springer

£96.99 10 Mar 2026
Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications (duplicate))
96% match

Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications (duplicate))

Birkhauser

£172.01 24 Jun 2026
Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications (duplicate))
96% match

Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications (duplicate))

Birkhauser

£172.58 19 Jun 2026
Selected Aspects of Fractional Brownian Motion: 04 (Bocconi & Springer Series)
96% match

Selected Aspects of Fractional Brownian Motion: 04 (Bocconi & Springer Series)

Springer

£84.64 11 Jun 2026
Analytically Tractable Stochastic Stock Price Models (Springer Finance)
96% match

Analytically Tractable Stochastic Stock Price Models (Springer Finance)

Springer

£58.45 20 May 2026
Continuous Martingales and Brownian Motion: 293 (Grundlehren der mathematischen Wissenschaften, 293)
96% match

Continuous Martingales and Brownian Motion: 293 (Grundlehren der mathematischen Wissenschaften, 293)

Springer

£92.00 11 Jun 2026
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
96% match

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)

Springer

£44.99 17 Jun 2026
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations: 01 (Cambridge Mathematical Library)
96% match

Diffusions, Markov Processes, and Martingales: Volume 1, Foundations: 01 (Cambridge Mathematical Library)

Cambridge University Press

£64.47 10 Jun 2026
Stochastic Processes: From Physics to Finance
96% match

Stochastic Processes: From Physics to Finance

Springer

£100.08 30 Apr 2026
Markov Processes, Brownian Motion, and Time Symmetry: 249 (Grundlehren der mathematischen Wissenschaften, 249)
96% match

Markov Processes, Brownian Motion, and Time Symmetry: 249 (Grundlehren der mathematischen Wissenschaften, 249)

Springer

£67.23 19 Apr 2026
Continuous Martingales and Brownian Motion: 293 (Grundlehren der mathematischen Wissenschaften, 293)
96% match

Continuous Martingales and Brownian Motion: 293 (Grundlehren der mathematischen Wissenschaften, 293)

Springer

£99.17 13 Jun 2026
Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)
96% match

Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)

Springer

£94.74 08 Mar 2026
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
96% match

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Oxford University Press

£59.80 08 Mar 2026
The Medium of Contingency 978-1-137-28654-3: An Inverse View of the Market
96% match

The Medium of Contingency 978-1-137-28654-3: An Inverse View of the Market

MACMILLAN

£54.99 06 May 2026