Textbook in PDF format

This book is based on a course on Random Processes in Physics and Finance taught in the City College of City University of New York to students in physics who have had a first course in "Mathematical Methods". The name "Econophysics" has been used to denote the use of the mathematical techniques developed for the study of random processes in physical systems to applications in the economic and financial worlds. Students in engineering and economics who have had comparable mathematical training should also be capable of coping with the text. A review/summary is given of an undergraduate course in probability. This also includes an appendix on delta functions, and a fair number of examples involving discrete and continuous random variables