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Exploring the intersection of physics and finance, this book reveals shared concepts and methods, particularly in dealing with noise and uncertainties. By comparing key techniques and applications in both fields, it enhances students' understanding of fundamental ideas. Readers gain valuable mathematical and computational skills, including stochastic differential equations, path integrals, Monte-Carlo methods, and basic cryptology. Each chapter concludes with exercises designed to reinforce comprehension and application of the material.
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Physics and Finance, Volker Ziemann
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- Pubblicato
- 2021
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