Item type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Books | 530.15 ZIE (Browse shelf) | Available | 032637 |
530.15 TAN Mathematical methods for engineers and scientists 3 | 530.15 WEB Essential mathematical methods for physicists | 530.15 WON Introduction to mathematical physics : methods and concepts | 530.15 ZIE Physics and finance | 530.150285 NAH Number-crunching : taming unruly computational problems from mathematical physics to science fiction | 530.151 COU Methods of mathematical physics, Vol. 1 | 530.151 COU Methods of mathematical physics, Vol. 2 |
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.
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