Physics and Finance [E-Book] / by Volker Ziemann.
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 ar...
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Full text |
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Personal Name(s): | Ziemann, Volker, author |
Edition: |
1st edition 2021. |
Imprint: |
Cham :
Springer,
2021
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Physical Description: |
X, 286 pages 65 illustrations, 43 illustrations in color (online resource) |
Note: |
englisch |
ISBN: |
9783030636432 |
DOI: |
10.1007/978-3-030-63643-2 |
Series Title: |
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Undergraduate Lecture Notes in Physics
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Subject (ZB): | |
Subject (LOC): | |
Classification: |
- 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.