Physics and Finance

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Physics and Finance

Physics and Finance

Name: Physics and Finance
ISBN: 9783030636425

Volker Ziemann

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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.

Kategorie:

Mathematics

Rok:

2021

Wydawnictwo:

Springer

Język:

english

ISBN 10:

3030636429

ISBN 13:

9783030636425