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Parameter
- 75 Seiten
- 3 Lesestunden
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The book explores the connection between physics and financial engineering, focusing on how various physical problems relate to financial models. It addresses the dynamics of linear flows, particle movements in random fields, and key mathematical processes, unifying them through affine differential equations. Central to this analysis are Kelvin waves, which facilitate the study of prominent models like Black-Scholes and Heston, as well as complex volatility models and options pricing. Additionally, it tackles modern challenges such as hedging impermanent loss in cryptocurrency trading.
Buchkauf
Hydrodynamics of Markets, Alexander Lipton
- Sprache
- Erscheinungsdatum
- 2024
- product-detail.submit-box.info.binding
- (Hardcover)
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- Untertitel
- Hidden Links Between Physics and Finance
- Sprache
- Englisch
- Autor*innen
- Alexander Lipton
- Erscheinungsdatum
- 2024
- Einband
- Hardcover
- Seitenzahl
- 75
- ISBN13
- 9781009503112
- Reihe
- Schlagwörter
- Sachbücher, Handel, Wirtschaft & Management, Wissenschaft & Mathematik, Naturwissenschaften, Physik
- Bewertung
- 4 von 5 Sternen
- Beschreibung
- The book explores the connection between physics and financial engineering, focusing on how various physical problems relate to financial models. It addresses the dynamics of linear flows, particle movements in random fields, and key mathematical processes, unifying them through affine differential equations. Central to this analysis are Kelvin waves, which facilitate the study of prominent models like Black-Scholes and Heston, as well as complex volatility models and options pricing. Additionally, it tackles modern challenges such as hedging impermanent loss in cryptocurrency trading.