|
|
Click the serial number on the left to view the details of the item. |
# |
Author | Title | Accn# | Year | Item Type | Claims |
1 |
Ziemann, Volker |
Physics and Finance |
I11708 |
2021 |
eBook |
|
2 |
Sheldon M. Ross |
Introduction to probability models |
026874 |
2019 |
Book |
|
3 |
Gregory Schehr (ed.) [et al.] |
Stochastic processes and random matric volume 104: Lecture Notes of the Les Houches Summer School |
OB1439 |
2017 |
eBook |
|
4 |
Gopinath Kallianpur |
Stochastic filtering theory: Applications of Mathematics |
026705 |
1980 |
Book |
|
5 |
Roy M. Howard |
Signal theoretic introduction to random processess |
026004 |
2016 |
Book |
|
6 |
Gerd Ropke |
Nonequilibrium statistical physics |
024784 |
2013 |
Book |
|
7 |
N. G. Van Kempen |
Stochastic processes in physics and chemistry |
024697 |
2007 |
Book |
|
8 |
Crispin Gardiner |
Stochastic methods: A Handbook for the Natural and Social Sciences |
024380 |
2009 |
Book |
|
9 |
Osborne, A.R. |
Finite correlation dimension for stochastic systems with power-law spectra |
A00019 |
1989 |
Article |
|
10 |
Nelson Wax (ed.) |
Selected papers on noise and stochastic processes |
010135 |
1954 |
Book |
|
|
1.
|
 |
Title | Physics and Finance |
Author(s) | Ziemann, Volker |
Publication | Cham, Springer International Publishing, 2021. |
Description | X, 286 p. 65 illus., 43 illus. in color : online resource |
Abstract Note | 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 |
ISBN,Price | 9783030636432 |
Keyword(s) | 1. Blockchain
2. Blockchains (Databases)
3. Capital market
4. Capital Markets
5. EBOOK
6. EBOOK - SPRINGER
7. FINANCE
8. Financial Economics
9. MATHEMATICAL PHYSICS
10. Mathematics in Business, Economics and Finance
11. Social sciences???Mathematics
12. STOCHASTIC PROCESSES
13. Theoretical, Mathematical and Computational Physics
|
Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
I11708 |
|
|
On Shelf |
|
|
|
|
6.
|
 |
Title | Nonequilibrium statistical physics |
Author(s) | Gerd Ropke |
Publication | Weinheim, Wiley-VCH, 2013. |
Description | xiii, 382p. |
Abstract Note | Authored by one of the top theoretical physicists in Germany, and a well-known authority in the field, this is the only coherent presentation of the subject suitable for masters and PhD students, as well as postdocs in physics and related disciplines.
Starting from a general discussion of the nonequilibrium state, different standard approaches such as master equations, and kinetic and linear response theory, are derived after special assumptions. This allows for an insight into the problems of nonequilibrium physics, a discussion of the limits, and suggestions for improvements. Applications and typical examples are given, as well as fully worked problems (simple to advanced). |
ISBN,Price | 9783527410873 : US $99.95(PB) |
Classification | 530.1:519.22
|
Keyword(s) | 1. KINETIC THEORY
2. LINEAR RESPONSE THEORY
3. QUANTUM STATISTICAL MECHANICS
4. STATISTICAL PHYSICS
5. STOCHASTIC PROCESSES
|
Item Type | Book |
Circulation Data
Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
024784 |
|
530.1:519.22/ROP/024784 |
On Shelf |
|
|
|
+Copy Specific Information | |