LEADER 02609oam 2200505 450 001 996466729203316 005 20211201195328.0 010 $a3-030-63643-7 024 7 $a10.1007/978-3-030-63643-2 035 $a(CKB)4100000011728500 035 $a(DE-He213)978-3-030-63643-2 035 $a(MiAaPQ)EBC6459111 035 $a(PPN)253254205 035 $a(EXLCZ)994100000011728500 100 $a20210618d2021 uy 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aPhysics and finance /$fVolker Ziemann 205 $a1st ed. 2021. 210 1$aCham, Switzerland :$cSpringer,$d[2021] 210 4$d©2021 215 $a1 online resource (X, 286 p. 65 illus., 43 illus. in color.) 225 1 $aUndergraduate Lecture Notes in Physics 311 $a3-030-63642-9 327 $aChapter 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. 330 $aThis book introduces physics students to concepts and methods of finance. Despite being perceived as quite distant from physics, finance shares a number of common methods and ideas, usually related to noise and uncertainties. Juxtaposing the key methods to applications in both physics and finance articulates both differences and common features, this gives students a deeper understanding of the underlying ideas. Moreover, they acquire a number of useful mathematical and computational tools, such as stochastic differential equations, path integrals, Monte-Carlo methods, and basic cryptology. Each chapter ends with a set of carefully designed exercises enabling readers to test their comprehension. 410 0$aUndergraduate lecture notes in physics. 606 $aMathematical physics 606 $aFinance 606 $aFinance$xMathematical models 615 0$aMathematical physics. 615 0$aFinance. 615 0$aFinance$xMathematical models. 676 $a530.15 700 $aZiemann$b Volker$01051104 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bUtOrBLW 906 $aBOOK 912 $a996466729203316 996 $aPhysics and finance$92481397 997 $aUNISA