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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 powerlaw 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, MonteCarlo 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 
MultiMedia 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, WileyVCH, 2013. 
Description  xiii, 382p. 
Abstract Note  Authored by one of the top theoretical physicists in Germany, and a wellknown 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 



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