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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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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Classification: |
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084 | 0 | |a MSD - Mathematical methods in physics | |
084 | 0 | |a YPD - Business economics | |
100 | 1 | |a Ziemann, Volker, |e author | |
245 | 1 | 0 | |a Physics and Finance |h [E-Book] / |c by Volker Ziemann. |
250 | |a 1st edition 2021. | ||
264 | 1 | |a Cham : |b Springer, |c 2021 |e (Springer LINK) |f SpringerPhysics20210217 | |
300 | |a X, 286 pages 65 illustrations, 43 illustrations in color (online resource) | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
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347 | |a text file |b PDF |2 rda | ||
490 | |a Undergraduate Lecture Notes in Physics | ||
500 | |a englisch | ||
505 | 0 | |a 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. | |
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. | ||
596 | |a 1 | ||
650 | 0 | |a Applied mathematics. | |
650 | 0 | |a Capital market. | |
650 | 0 | |a Computer software. | |
650 | 0 | |a Engineering mathematics. | |
650 | 0 | |a Finance. | |
650 | 0 | |a Mathematical physics. | |
650 | 0 | |a Probabilities. | |
650 | 4 | |a dynamical system | |
650 | 4 | |a finance | |
650 | 4 | |a financial aspect | |
650 | 4 | |a physics | |
650 | 4 | |a stochastic process | |
856 | 4 | 0 | |u https://doi.org/10.1007/978-3-030-63643-2 |z Volltext |
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932 | |a Physics and Astronomy (R0) (SpringerNature-43715) | ||
932 | |a Physics and Astronomy (SpringerNature-11651) | ||
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