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Physics and finance

Ziemann, Volker.

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Physics and finance

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Physics and finance/ by Volker Ziemann.
作者:	Ziemann, Volker.
出版者:	Cham :Springer International Publishing : : 2021.,
面頁冊數:	x, 286 p. :ill., digital ;24 cm.
內容註:	Chapter 1 - Introduction -- Chapter 2 - Concepts of finance -- Chapter 3 - Portfolio theory and CAPM -- Chapter 4 - Stochastic processes -- Chapter 5 - Black-Scholes differential equation -- Chapter 6 - The Greeks and risk management -- Chapter 7 - Regression models and hypothesis testing -- Chapter 8 - Time series -- Chapter 9 - Bubbles, crashes, fat tails and Levy-stable distributions -- Chapter 10 - Quantum finance and path integrals -- Chapter 11 - Optimal control theory.
Contained By:	Springer Nature eBook
標題:	Mathematical physics. -
電子資源:	https://doi.org/10.1007/978-3-030-63643-2
ISBN:	9783030636432

Physics and finance
Ziemann, Volker.

Physics and finance[electronic resource] /by Volker Ziemann. - Cham :Springer International Publishing :2021. - x, 286 p. :ill., digital ;24 cm. - Undergraduate lecture notes in physics,2192-4791. - Undergraduate lecture notes in physics..

Chapter 1 - Introduction -- Chapter 2 - Concepts of finance -- Chapter 3 - Portfolio theory and CAPM -- Chapter 4 - Stochastic processes -- Chapter 5 - Black-Scholes differential equation -- Chapter 6 - The Greeks and risk management -- Chapter 7 - Regression models and hypothesis testing -- Chapter 8 - Time series -- Chapter 9 - Bubbles, crashes, fat tails and Levy-stable distributions -- Chapter 10 - Quantum finance and path integrals -- Chapter 11 - Optimal control theory.

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.

ISBN: 9783030636432

Standard No.: 10.1007/978-3-030-63643-2doiSubjects--Topical Terms:

516853
Mathematical physics.

LC Class. No.: QC20.6 / .Z546 2021

Dewey Class. No.: 530.15

Physics and finance
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520 $a 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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