Physics and finance:
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 ar...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cham, Switzerland
Springer
[2021]
|
| Schriftenreihe: | Undergraduate lecture notes in physics
|
| Schlagwörter: | |
| Zusammenfassung: | 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 |
| Beschreibung: | 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. |
| Umfang: | x, 286 Seiten Illustrationen, Diagramme 612 grams |
| ISBN: | 9783030636425 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV047144287 | ||
| 003 | DE-604 | ||
| 005 | 20210930 | ||
| 007 | t| | ||
| 008 | 210216s2021 xx a||| |||| 00||| eng d | ||
| 020 | |a 9783030636425 |9 978-3-030-63642-5 | ||
| 024 | 3 | |a 9783030636425 | |
| 035 | |a (OCoLC)1242728326 | ||
| 035 | |a (DE-599)BVBBV047144287 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-29T |a DE-703 | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a Ziemann, Volker |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Physics and finance |c Volker Ziemann |
| 264 | 1 | |a Cham, Switzerland |b Springer |c [2021] | |
| 300 | |a x, 286 Seiten |b Illustrationen, Diagramme |c 612 grams | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Undergraduate lecture notes in physics | |
| 500 | |a 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. | ||
| 520 | |a 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 | ||
| 650 | 4 | |a bicssc | |
| 650 | 4 | |a bicssc | |
| 650 | 4 | |a bicssc | |
| 650 | 4 | |a bicssc | |
| 650 | 4 | |a bicssc | |
| 650 | 4 | |a bisacsh | |
| 650 | 4 | |a bisacsh | |
| 650 | 4 | |a bisacsh | |
| 650 | 4 | |a bisacsh | |
| 650 | 4 | |a bisacsh | |
| 650 | 4 | |a Mathematical physics | |
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Applied mathematics | |
| 650 | 4 | |a Engineering mathematics | |
| 650 | 4 | |a Probabilities | |
| 650 | 4 | |a Computer software | |
| 650 | 4 | |a Capital market | |
| 650 | 4 | |a Physics | |
| 650 | 0 | 7 | |a Kapitalmarkt |0 (DE-588)4029578-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Black-Scholes-Modell |0 (DE-588)4206283-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 653 | |a Hardcover, Softcover / Physik, Astronomie/Allgemeines, Lexika | ||
| 689 | 0 | 0 | |a Kapitalmarkt |0 (DE-588)4029578-3 |D s |
| 689 | 0 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 0 | 2 | |a Black-Scholes-Modell |0 (DE-588)4206283-4 |D s |
| 689 | 0 | 3 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-3-030-63643-2 |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-032550143 | |
Datensatz im Suchindex
| _version_ | 1818987706807484416 |
|---|---|
| any_adam_object | |
| author | Ziemann, Volker |
| author_facet | Ziemann, Volker |
| author_role | aut |
| author_sort | Ziemann, Volker |
| author_variant | v z vz |
| building | Verbundindex |
| bvnumber | BV047144287 |
| classification_rvk | SK 980 |
| ctrlnum | (OCoLC)1242728326 (DE-599)BVBBV047144287 |
| discipline | Mathematik |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03225nam a2200661 c 4500</leader><controlfield tag="001">BV047144287</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20210930 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">210216s2021 xx a||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783030636425</subfield><subfield code="9">978-3-030-63642-5</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783030636425</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1242728326</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV047144287</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-29T</subfield><subfield code="a">DE-703</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Ziemann, Volker</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Physics and finance</subfield><subfield code="c">Volker Ziemann</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cham, Switzerland</subfield><subfield code="b">Springer</subfield><subfield code="c">[2021]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">x, 286 Seiten</subfield><subfield code="b">Illustrationen, Diagramme</subfield><subfield code="c">612 grams</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Undergraduate lecture notes in physics</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical physics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Applied mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Engineering mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probabilities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Computer software</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Physics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Black-Scholes-Modell</subfield><subfield code="0">(DE-588)4206283-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Hardcover, Softcover / Physik, Astronomie/Allgemeines, Lexika</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Black-Scholes-Modell</subfield><subfield code="0">(DE-588)4206283-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-030-63643-2</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032550143</subfield></datafield></record></collection> |
| id | DE-604.BV047144287 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T19:10:57Z |
| institution | BVB |
| isbn | 9783030636425 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032550143 |
| oclc_num | 1242728326 |
| open_access_boolean | |
| owner | DE-29T DE-703 |
| owner_facet | DE-29T DE-703 |
| physical | x, 286 Seiten Illustrationen, Diagramme 612 grams |
| publishDate | 2021 |
| publishDateSearch | 2021 |
| publishDateSort | 2021 |
| publisher | Springer |
| record_format | marc |
| series2 | Undergraduate lecture notes in physics |
| spelling | Ziemann, Volker Verfasser aut Physics and finance Volker Ziemann Cham, Switzerland Springer [2021] x, 286 Seiten Illustrationen, Diagramme 612 grams txt rdacontent n rdamedia nc rdacarrier Undergraduate lecture notes in physics 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 bicssc bisacsh Mathematical physics Finance Applied mathematics Engineering mathematics Probabilities Computer software Capital market Physics Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Hardcover, Softcover / Physik, Astronomie/Allgemeines, Lexika Kapitalmarkt (DE-588)4029578-3 s Stochastisches Modell (DE-588)4057633-4 s Black-Scholes-Modell (DE-588)4206283-4 s Finanzmathematik (DE-588)4017195-4 s DE-604 Erscheint auch als Online-Ausgabe 978-3-030-63643-2 |
| spellingShingle | Ziemann, Volker Physics and finance bicssc bisacsh Mathematical physics Finance Applied mathematics Engineering mathematics Probabilities Computer software Capital market Physics Kapitalmarkt (DE-588)4029578-3 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4029578-3 (DE-588)4206283-4 (DE-588)4057633-4 (DE-588)4017195-4 |
| title | Physics and finance |
| title_auth | Physics and finance |
| title_exact_search | Physics and finance |
| title_full | Physics and finance Volker Ziemann |
| title_fullStr | Physics and finance Volker Ziemann |
| title_full_unstemmed | Physics and finance Volker Ziemann |
| title_short | Physics and finance |
| title_sort | physics and finance |
| topic | bicssc bisacsh Mathematical physics Finance Applied mathematics Engineering mathematics Probabilities Computer software Capital market Physics Kapitalmarkt (DE-588)4029578-3 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | bicssc bisacsh Mathematical physics Finance Applied mathematics Engineering mathematics Probabilities Computer software Capital market Physics Kapitalmarkt Black-Scholes-Modell Stochastisches Modell Finanzmathematik |
| work_keys_str_mv | AT ziemannvolker physicsandfinance |