This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

Was würden wir am liebsten anzünden, an die Wand werfen und anschließend drauftreten?Richtig! Unseren Wecker. Ihn, der einfach nicht aufgibt. Der klingelt. Und klingelt. Und klingelt. Jeden verdammten Tag.Wiederholungen? Gibt''s nicht nur im Fernsehen! Auch im realen, oft so aberwitzigen Leben finden wir sie. Immer wieder. Skurrile Alltagsmomente, in denen unfassbar schlechte, unfreiwillig komische Darsteller ihren großen Auftritt erleben. Meine absolute Lieblingsdarstellerin in diesem schrägen Laienensemble: das liebliche Dornröschen, das mich jeden Morgen (am Wochenende besonders sanft) wachküsst.Übrigens: Ihr allein hat mein Wecker sein Leben zu verdanken.Und jetzt? Bühne frei für alle Darsteller!

Thisvolumeconstitutestheproceedingsofthe2005 Advanced Research Working C- ference on Correct Hardware-like Design and Veri?cation Methods. CHARME 2005 washeldattheVictor'sResidenz-Hotel,Saarbruck .. en,Germany,3-6October2005. CHARME2005wasthethirteenthinaseriesofworkingconferencesdevotedtothe developmentandtheuseofleading-edgeformaltechniquesandtoolsforthespeci?- tion, design and veri?cationof hardwareand hardware-likesystems. Previousconf- encesundertheCHARMEnamehavebeenheldinTurin(1991),Arles(1993),Fra- furt (1995), Montreal (1997), Bad Herrenalb (1999), Edinburgh (2001) and L'Aquila (2003).Prioreventsintheserieswerestartedintheearlydaysofformalhardwarev- i?cation,and wereheld undervariousnamesin Darmstadt (1984),Edinburgh(1985), Grenoble(1986),Glasgow (1988),and Leuven(1989).It is nowwell established that CHARMEtakesplaceonodd-numberedyears,androtatesprimarilyinEurope.Itisthe biennialcounterpartofitssisterconferenceFMCAD,whichhastakenplaceeveryeven yearintheUSAsince1996. CHARME 2005 was sponsored by the IFIP TC10/WG10.5 Working Group on Design and Engineering of Electronic Systems and its Special Interest Group SIG- CHARME.It was organized by the Computer Science Department of Saarland University. Thisyear,twokindsofcontributionsweresolicited:(i)fullpapers,describingor- inalresearchwork,intendedforanoralplenarypresentation,(ii)shortpapers,descr- ingongoinglessmatureresearchworkintendedforpresentationaspostersorresearch prototypedemonstrations. Two very long sessions were allocated to poster and int- active presentations, with the aim of giving an emphasis on the "working" aspect of the working conference, where discussion of new or un?nished results and feedback are an essential aspect of the event.The community was extremely responsiveto this viewpoint: we received a total number of 79 submitted papers, out of which 21 long contributionsand 18 short contributionswere accepted for presentationat the conf- enceandinclusioninthisvolume.Allpapersreceivedaminimumofthreereviews. For the conferenceprogram outside the refereed talks we put emphasis on the - latedtopicsoftoolintegrationandpervasivesystemveri?cation.Thedayprecedingthe workingconferencefeaturedhands-ondemonstrationsfornumerousveri?cationtools; italsofeaturedatutorialonsystemveri?cationbymembersoftheVerisoftproject.The overall program of CHARME 2005 included an invited keynote address by Wolfram B.. uttner on industrial processor veri?cation and a round table discussion about mixed techniquesforverylargehardware-softwaresystemsinitiatedwithaninvitedpresen- tionbyMasaharuImaiandAkiraKitajima. A quality conference such as CHARME results from the work of many people. We wish to thank the membersof the ProgramCommittee and the externalreviewers fortheirhardworkinevaluatingthesubmissionsandinselectinghighqualitypapers.

Ein privater Ermittler packt aus.Noch nie hat ein Privatdetektiv derart aus dem Nähkästchen geplaudert: Kunststück, wer verrät schon seine Tricks? Doch Wolfgang Paul, genannt «Paule», hat seinen Beruf nach fünfzehn Jahren an den Nagel gehängt und zusammen mit Andreas Straub seine interessantesten Fälle aufgeschrieben. Paul nimmt uns mit auf eine abwechslungsreiche Reise durch unsere Gesellschaft: vom Hinterzimmer des Supermarkts bis ins Rotlicht-Milieu, vom ehebrecherischen Bäcker bis zum Management, das seine Mitarbeiter überwacht. Er erzählt spannende und bisweilen nachdenklich machende Geschichten aus einer Welt, die sonst lieber im Schatten bleibt. True Crime einmal anders!

Wir wissen, wer wir sind. Was wir sind. Warum wir tun, was wir tun. Wir haben von uns selbst den Eindruck, aufrecht und selbstbestimmt durchs Leben zu gehen.Doch das ist nur die halbe Wahrheit. Nachdem wir Evolutionsstufe um Evolutionsstufe durchlaufen haben, uns zum aufrechten Wesen entwickelt haben, zeigt sich plötzlich etwas unerwartetes: Wir bücken uns wieder.Aber wie konnte es dazu kommen? Es muss doch jemand bemerkt haben. Ist unsere innere Zerrissenheit viel- leicht schuld, die stetig zwischen Minderwertigkeitskomplex und Überheblichkeit schwankt? Sind es die wenigen Drahtzieher unserer Gesellschaft, die uns für ihre Zwecke verbiegen? Was ist es, was uns zu dem aufrecht gebückten Menschen macht, der wir heute sind?Sind unsere Werte wirklich wertlos geworden?

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

Was würden wir am liebsten anzünden, an die Wand werfen und anschließend drauftreten?Richtig! Unseren Wecker. Ihn, der einfach nicht aufgibt. Der klingelt. Und klingelt. Und klingelt. Jeden verdammten Tag.Wiederholungen? Gibt''s nicht nur im Fernsehen! Auch im realen, oft so aberwitzigen Leben finden wir sie. Immer wieder. Skurrile Alltagsmomente, in denen unfassbar schlechte, unfreiwillig komische Darsteller ihren großen Auftritt erleben. Meine absolute Lieblingsdarstellerin in diesem schrägen Laienensemble: das liebliche Dornröschen, das mich jeden Morgen (am Wochenende besonders sanft) wachküsst.Übrigens: Ihr allein hat mein Wecker sein Leben zu verdanken.Und jetzt? Bühne frei für alle Darsteller!

Thisvolumeconstitutestheproceedingsofthe2005 Advanced Research Working C- ference on Correct Hardware-like Design and Veri?cation Methods. CHARME 2005 washeldattheVictor'sResidenz-Hotel,Saarbruck .. en,Germany,3-6October2005. CHARME2005wasthethirteenthinaseriesofworkingconferencesdevotedtothe developmentandtheuseofleading-edgeformaltechniquesandtoolsforthespeci?- tion, design and veri?cationof hardwareand hardware-likesystems. Previousconf- encesundertheCHARMEnamehavebeenheldinTurin(1991),Arles(1993),Fra- furt (1995), Montreal (1997), Bad Herrenalb (1999), Edinburgh (2001) and L'Aquila (2003).Prioreventsintheserieswerestartedintheearlydaysofformalhardwarev- i?cation,and wereheld undervariousnamesin Darmstadt (1984),Edinburgh(1985), Grenoble(1986),Glasgow (1988),and Leuven(1989).It is nowwell established that CHARMEtakesplaceonodd-numberedyears,androtatesprimarilyinEurope.Itisthe biennialcounterpartofitssisterconferenceFMCAD,whichhastakenplaceeveryeven yearintheUSAsince1996. CHARME 2005 was sponsored by the IFIP TC10/WG10.5 Working Group on Design and Engineering of Electronic Systems and its Special Interest Group SIG- CHARME.It was organized by the Computer Science Department of Saarland University. Thisyear,twokindsofcontributionsweresolicited:(i)fullpapers,describingor- inalresearchwork,intendedforanoralplenarypresentation,(ii)shortpapers,descr- ingongoinglessmatureresearchworkintendedforpresentationaspostersorresearch prototypedemonstrations. Two very long sessions were allocated to poster and int- active presentations, with the aim of giving an emphasis on the "working" aspect of the working conference, where discussion of new or un?nished results and feedback are an essential aspect of the event.The community was extremely responsiveto this viewpoint: we received a total number of 79 submitted papers, out of which 21 long contributionsand 18 short contributionswere accepted for presentationat the conf- enceandinclusioninthisvolume.Allpapersreceivedaminimumofthreereviews. For the conferenceprogram outside the refereed talks we put emphasis on the - latedtopicsoftoolintegrationandpervasivesystemveri?cation.Thedayprecedingthe workingconferencefeaturedhands-ondemonstrationsfornumerousveri?cationtools; italsofeaturedatutorialonsystemveri?cationbymembersoftheVerisoftproject.The overall program of CHARME 2005 included an invited keynote address by Wolfram B.. uttner on industrial processor veri?cation and a round table discussion about mixed techniquesforverylargehardware-softwaresystemsinitiatedwithaninvitedpresen- tionbyMasaharuImaiandAkiraKitajima. A quality conference such as CHARME results from the work of many people. We wish to thank the membersof the ProgramCommittee and the externalreviewers fortheirhardworkinevaluatingthesubmissionsandinselectinghighqualitypapers.

Ein privater Ermittler packt aus.Noch nie hat ein Privatdetektiv derart aus dem Nähkästchen geplaudert: Kunststück, wer verrät schon seine Tricks? Doch Wolfgang Paul, genannt «Paule», hat seinen Beruf nach fünfzehn Jahren an den Nagel gehängt und zusammen mit Andreas Straub seine interessantesten Fälle aufgeschrieben. Paul nimmt uns mit auf eine abwechslungsreiche Reise durch unsere Gesellschaft: vom Hinterzimmer des Supermarkts bis ins Rotlicht-Milieu, vom ehebrecherischen Bäcker bis zum Management, das seine Mitarbeiter überwacht. Er erzählt spannende und bisweilen nachdenklich machende Geschichten aus einer Welt, die sonst lieber im Schatten bleibt. True Crime einmal anders!

Wir wissen, wer wir sind. Was wir sind. Warum wir tun, was wir tun. Wir haben von uns selbst den Eindruck, aufrecht und selbstbestimmt durchs Leben zu gehen.Doch das ist nur die halbe Wahrheit. Nachdem wir Evolutionsstufe um Evolutionsstufe durchlaufen haben, uns zum aufrechten Wesen entwickelt haben, zeigt sich plötzlich etwas unerwartetes: Wir bücken uns wieder.Aber wie konnte es dazu kommen? Es muss doch jemand bemerkt haben. Ist unsere innere Zerrissenheit viel- leicht schuld, die stetig zwischen Minderwertigkeitskomplex und Überheblichkeit schwankt? Sind es die wenigen Drahtzieher unserer Gesellschaft, die uns für ihre Zwecke verbiegen? Was ist es, was uns zu dem aufrecht gebückten Menschen macht, der wir heute sind?Sind unsere Werte wirklich wertlos geworden?