02609oam 2200505 450 99646672920331620211201195328.03-030-63643-710.1007/978-3-030-63643-2(CKB)4100000011728500(DE-He213)978-3-030-63643-2(MiAaPQ)EBC6459111(PPN)253254205(EXLCZ)99410000001172850020210618d2021 uy 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierPhysics and finance /Volker Ziemann1st ed. 2021.Cham, Switzerland :Springer,[2021]©20211 online resource (X, 286 p. 65 illus., 43 illus. in color.)Undergraduate Lecture Notes in Physics3-030-63642-9 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.Undergraduate lecture notes in physics.Mathematical physicsFinanceFinanceMathematical modelsMathematical physics.Finance.FinanceMathematical models.530.15Ziemann Volker1051104MiAaPQMiAaPQUtOrBLWBOOK996466729203316Physics and finance2481397UNISA