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| fixed length control field |
a |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
211022b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783030636425 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
530.15 |
| Item number |
ZIE |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Ziemann, Volker |
| 245 ## - TITLE STATEMENT |
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| Title |
Physics and finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2021 |
| Place of publication, distribution, etc |
Cham : |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
x, 286 p. ; |
| Other physical details |
ill., |
| Dimensions |
25 cm |
| 365 ## - TRADE PRICE |
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| Price amount |
64.99 |
| Price type code |
EUR |
| Unit of pricing |
90.50 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Undergraduate Lecture Notes in Physics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematical physics |
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Probabilities |
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Applied mathematics |
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Capital market |
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| Topical term or geographic name as entry element |
Computer software |
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| Topical term or geographic name as entry element |
Engineering mathematics |
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| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes |
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| Topical term or geographic name as entry element |
Professional Computing |
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| Topical term or geographic name as entry element |
Finance |
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| Topical term or geographic name as entry element |
Theoretical, Mathematical and Computational Physics |
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| Topical term or geographic name as entry element |
Finance Mathematical models |
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| Topical term or geographic name as entry element |
Autocorrelation |
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| Topical term or geographic name as entry element |
Barrier option |
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| Topical term or geographic name as entry element |
Binary symmetric channel |
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| Topical term or geographic name as entry element |
Pricing Kernel |
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| Topical term or geographic name as entry element |
Blockchain |
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| Topical term or geographic name as entry element |
Co2 data analysis |
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| Topical term or geographic name as entry element |
Covariance matrix |
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| Topical term or geographic name as entry element |
Cryptography |
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| Topical term or geographic name as entry element |
Donkey's problem |
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| Topical term or geographic name as entry element |
Extreme-value theory |
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| Topical term or geographic name as entry element |
Green's function |
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Hamilton function |
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| Topical term or geographic name as entry element |
Koch snowflake |
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| Topical term or geographic name as entry element |
Lagrange multiplier |
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| Topical term or geographic name as entry element |
Legender transformation |
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| Topical term or geographic name as entry element |
Metropolis-Hastings algorithm |
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Robinson Crusoe model |
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| Topical term or geographic name as entry element |
Utility function |
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| Topical term or geographic name as entry element |
Wiener process |
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| Topical term or geographic name as entry element |
Portfolio theory |
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| Topical term or geographic name as entry element |
Dynamic hedging |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
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| Item type |
Books |