Physics and Finance

Volker Ziemann

ISBN 10: 3030636429 / ISBN 13: 9783030636425

Verlag: Springer, 2021

New Book. Shipped from UK. Established seller since 2000. Bestandsnummer des Verkäufers S0-9783030636425

Inhaltsangabe:

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.

Über die Autorin bzw. den Autor:

Volker Ziemann obtained his Ph.D. in accelerator physics from Dortmund University in 1990. After postdoctoral positions in Stanford at SLAC and in Geneva at CERN, where he worked on the design of the LHC, in 1995, he moved to Uppsala where he worked at the electron-cooler storage ring CELSIUS. In 2005, he moved to the physics department where he has since taught physics. He was responsible for several accelerator physics projects at CERN, DESY, and XFEL. In 2014, he received the Thuréus prize from the Royal Society of Sciences in Uppsala.

Bibliografische Details

Titel: Physics and Finance
Verlag: Springer
Erscheinungsdatum: 2021
Einband: HRD
Zustand: New