Ziemann, Volker

Physics and finance - Cham : Springer, 2021 - x, 286 p. ; ill., 25 cm - Undergraduate Lecture Notes in Physics .

Includes bibliographical references and index.

This book introduces physics students to concepts and methods of finance. Despite being perceived as quite distant from physics, finance shares a number of common methods and ideas, usually related to noise and uncertainties. Juxtaposing the key methods to applications in both physics and finance articulates both differences and common features, this gives students a deeper understanding of the underlying ideas. Moreover, they acquire a number of useful mathematical and computational tools, such as stochastic differential equations, path integrals, Monte-Carlo methods, and basic cryptology. Each chapter ends with a set of carefully designed exercises enabling readers to test their comprehension.

9783030636425


Mathematical physics
Probabilities
Applied mathematics
Capital market
Computer software
Engineering mathematics
Probability Theory and Stochastic Processes
Professional Computing
Finance
Theoretical, Mathematical and Computational Physics
Finance Mathematical models
Autocorrelation
Barrier option
Binary symmetric channel
Pricing Kernel
Blockchain
Co2 data analysis
Covariance matrix
Cryptography
Donkey's problem
Extreme-value theory
Green's function
Hamilton function
Koch snowflake
Lagrange multiplier
Legender transformation
Metropolis-Hastings algorithm
Robinson Crusoe model
Utility function
Wiener process
Portfolio theory
Dynamic hedging

530.15 / ZIE

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