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Physics and finance

Ziemann, Volker.

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Physics and finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Physics and finance/ by Volker Ziemann.
Author:	Ziemann, Volker.
Published:	Cham :Springer International Publishing : : 2021.,
Description:	x, 286 p. :ill., digital ;24 cm.
[NT 15003449]:	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
Subject:	Mathematical physics. -
Online resource:	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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100 1 $a Ziemann, Volker. $3 3456828
245 1 0 $a Physics and finance $h [electronic resource] / $c by Volker Ziemann.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2021.
300 $a x, 286 p. : $b ill., digital ; $c 24 cm.
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.
650 0 $a Mathematical physics. $3 516853
650 0 $a Finance. $3 542899
650 0 $a Finance $x Mathematical models. $3 578740
650 0 $a Engineering mathematics. $3 516847
650 0 $a Probabilities. $3 518889
650 0 $a Computer software. $3 560056
650 0 $a Capital market. $3 598114
650 1 4 $a Theoretical, Mathematical and Computational Physics. $3 1066859
650 2 4 $a Finance, general. $3 2162279
650 2 4 $a Applications of Mathematics. $3 890893
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
650 2 4 $a Professional Computing. $3 3201325
650 2 4 $a Capital Markets. $3 2186436
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
830 0 $a Undergraduate lecture notes in physics. $3 1566890
856 4 0 $u https://doi.org/10.1007/978-3-030-63643-2
950 $a Physics and Astronomy (SpringerNature-11651)