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Exploring the intersection of physics and finance, this book reveals shared concepts and methods, particularly in dealing with noise and uncertainties. By comparing key techniques and applications in both fields, it enhances students' understanding of fundamental ideas. Readers gain valuable mathematical and computational skills, including stochastic differential equations, path integrals, Monte-Carlo methods, and basic cryptology. Each chapter concludes with exercises designed to reinforce comprehension and application of the material.
Nákup knihy
Physics and Finance, Volker Ziemann
- Jazyk
- Rok vydania
- 2021
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- Titul
- Physics and Finance
- Jazyk
- anglicky
- Autori
- Volker Ziemann
- Vydavateľ
- Springer International Publishing
- Rok vydania
- 2021
- Väzba
- pevná
- Počet strán
- 296
- ISBN13
- 9783030636425
- Série
- Anotácia
- Exploring the intersection of physics and finance, this book reveals shared concepts and methods, particularly in dealing with noise and uncertainties. By comparing key techniques and applications in both fields, it enhances students' understanding of fundamental ideas. Readers gain valuable mathematical and computational skills, including stochastic differential equations, path integrals, Monte-Carlo methods, and basic cryptology. Each chapter concludes with exercises designed to reinforce comprehension and application of the material.