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Physics and Finance

Volker Ziemann author

Format:Paperback

Publisher:Springer Nature Switzerland AG

Published:19th Jan '22

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Physics and Finance cover

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: 9783030636456

Dimensions: unknown

Weight: unknown

286 pages

1st ed. 2021