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Focusing on the intersection of physics and finance, this book reveals shared concepts and methods, particularly concerning noise and uncertainties. By comparing key techniques in both fields, it enhances students' understanding of fundamental ideas. Readers will gain practical skills in mathematical and computational tools, including stochastic differential equations and Monte-Carlo methods. Each chapter concludes with thoughtfully crafted exercises to reinforce comprehension and application of the material.
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Physics and Finance, Volker Ziemann
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- Année de publication
- 2022
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