Cargando…

Physics and finance

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...

Descripción completa

Detalles Bibliográficos
Autor principal: Ziemann, Volker
Lenguaje:eng
Publicado: Springer 2021
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-030-63643-2
http://cds.cern.ch/record/2752778
_version_ 1780969301247787008
author Ziemann, Volker
author_facet Ziemann, Volker
author_sort Ziemann, Volker
collection CERN
description 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.
id cern-2752778
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2021
publisher Springer
record_format invenio
spelling cern-27527782021-04-21T16:43:36Zdoi:10.1007/978-3-030-63643-2http://cds.cern.ch/record/2752778engZiemann, VolkerPhysics and financeCommerce, Economics, Social ScienceThis 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.Springeroai:cds.cern.ch:27527782021
spellingShingle Commerce, Economics, Social Science
Ziemann, Volker
Physics and finance
title Physics and finance
title_full Physics and finance
title_fullStr Physics and finance
title_full_unstemmed Physics and finance
title_short Physics and finance
title_sort physics and finance
topic Commerce, Economics, Social Science
url https://dx.doi.org/10.1007/978-3-030-63643-2
http://cds.cern.ch/record/2752778
work_keys_str_mv AT ziemannvolker physicsandfinance