000			a
999			_c30484 _d30484
008			211022b xxu||||| |||| 00| 0 eng d
020			_a9783030636425
082			_a530.15 _bZIE
100			_aZiemann, Volker
245			_aPhysics and finance
260			_bSpringer, _c2021 _aCham :
300			_ax, 286 p. ; _bill., _c25 cm
365			_b64.99 _cEUR _d90.50
490			_aUndergraduate Lecture Notes in Physics
504			_aIncludes bibliographical references and index.
520			_aThis 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			_aMathematical physics
650			_aProbabilities
650			_aApplied mathematics
650			_aCapital market
650			_aComputer software
650			_aEngineering mathematics
650			_aProbability Theory and Stochastic Processes
650			_aProfessional Computing
650			_aFinance
650			_aTheoretical, Mathematical and Computational Physics
650			_aFinance Mathematical models
650			_aAutocorrelation
650			_aBarrier option
650			_a Binary symmetric channel
650			_aPricing Kernel
650			_a Blockchain
650			_aCo2 data analysis
650			_a Covariance matrix
650			_aCryptography
650			_aDonkey's problem
650			_aExtreme-value theory
650			_a Green's function
650			_aHamilton function
650			_a Koch snowflake
650			_a Lagrange multiplier
650			_aLegender transformation
650			_aMetropolis-Hastings algorithm
650			_a Robinson Crusoe model
650			_a Utility function
650			_aWiener process
650			_a Portfolio theory
650			_aDynamic hedging
942			_2ddc _cBK