Physics and Finance (Undergraduate Lecture Notes in Physics)

Ziemann, Volker

ISBN 10: 3030636453 / ISBN 13: 9783030636456

Editore: Springer, 2022

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Codice articolo SHUB13626

Dati bibliografici

• Titolo: Physics and Finance (Undergraduate Lecture Notes in Physics)
• Editore: Springer
• Data di pubblicazione: 2022
• Lingua: Inglese
• ISBN 10: 3030636453
• ISBN 13: 9783030636456
• Rilegatura: Brossura
• Condizione: nuovo

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

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.