Physics and Finance

Physics and Finance

Ziemann, Volker

Springer Nature Switzerland AG

01/2022

286

Mole

Inglês

9783030636456

15 a 20 dias

456

Descrição não disponível.
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.
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Econophysics textbook;Physics and finance;Wall Street physics;Langevin and Fokker-Planck equation;Noise in physics and finance;Stochastic processes in physics and finance;Application of path integrals;Entanglement/Entropy and Cryptocurrencies;cryptocurrencies;Blockchain and DAOs