Physics and finance / Volker Ziemann.
2021
QC20.6 .Z54 2021
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Online Access
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Unlimited
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Can lend chapters, not whole ebooks
Details
Title
Physics and finance / Volker Ziemann.
ISBN
9783030636432 (electronic book)
3030636437 (electronic book)
3030636429
9783030636425
3030636437 (electronic book)
3030636429
9783030636425
Published
Cham, Switzerland : Springer, [2021]
Language
English
Description
1 online resource (x, 286 pages)
Other Standard Identifiers
10.1007/978-3-030-63643-2 doi
Call Number
QC20.6 .Z54 2021
Dewey Decimal Classification
530.15
Summary
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.
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Digital File Characteristics
text file
PDF
Source of Description
Online resource; title from digital title page (viewed on March 03, 2021).
Series
Undergraduate lecture notes in physics.
Available in Other Form
Physics and Finance.
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Online Access
Record Appears in
Online Resources > Ebooks
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All Resources
Table of Contents
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.
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.