Alexander Lipton (ADIA Lab)

Hydrodynamics of Markets

• Broschiertes Buch

Produktbeschreibung

Explores an intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics and the movements of particles in random fields. This title is also available as Open Access on Cambridge Core.

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Produktdetails

• Elements in Quantitative Finance
• Verlag: Cambridge University Press
• Seitenzahl: 148
• Erscheinungstermin: 2. Januar 2025
• Englisch
• Abmessung: 229mm x 152mm x 9mm
• Gewicht: 226g
• ISBN-13: 9781009503105
• ISBN-10: 1009503103
• Artikelnr.: 70372754

Inhaltsangabe

1. Introduction
2. Fluid Flows
3. Kolmogorov Stochastic Process
4. Klein-Kramers Stochastic Process
5. Transition Probability Densities for Stochastic Processes
6. Gaussian Stochastic Processes
7. Non-Gaussian Stochastic Processes
8. Pricing of Financial Instruments
9. Conclusions.