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Physics and finance

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Physics and finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Physics and financeby Volker Ziemann.
Author:	Ziemann, Volker.
Published:	Cham :Springer International Publishing :2021.
Description:	x, 286 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Mathematical physics.
Online resource:	https://doi.org/10.1007/978-3-030-63643-2
ISBN:	9783030636432$q(electronic bk.)

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$q(electronic bk.)

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

190854
Mathematical physics.

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

Dewey Class. No.: 530.15

Physics and finance
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245 1 0 $a Physics and finance $h [electronic resource] / $c by Volker Ziemann.
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490 1 $a Undergraduate lecture notes in physics, $x 2192-4791
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.
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650 0 $a Computer software. $3 180007
650 0 $a Capital market. $3 184940
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650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Professional Computing. $3 763344
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950 $a Physics and Astronomy (SpringerNature-11651)