Physics and Finance

Inbunden, Engelska, 2021

AvVolker Ziemann

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This book introduces physics students to concepts and methods of finance. 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.

Produktinformation

Utgivningsdatum2021-01-19
Mått155 x 235 x undefined mm
FormatInbunden
SpråkEngelska
SerieUndergraduate Lecture Notes in Physics
Antal sidor286
FörlagSpringer Nature Switzerland AG
ISBN9783030636425

Tillhör följande kategorier

Tillämpad matematik inom Naturvetenskap och teknik
Matematisk fysik inom Naturvetenskap och teknik
Matematisk statistik inom Naturvetenskap och teknik
Finansiering inom Ekonomi och ledarskap
Nationalekonomi inom Ekonomi och ledarskap
Databaser inom Data och it
IT-säkerhet inom Data och it

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.

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.