TY  - BOOK
AU  -  Ziemann, Volker
TI  - Physics and finance
SN  - 9783030636456
U1  - 530.15 
PY  - 2021///
CY  - Switzerland
PB  - Springer
KW  - Mathematical physics
KW  - Probabilities
KW  - Capital market
KW  - Computer software
KW  - Engineering mathematics
N2  - About this book
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
ER  -