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Physics and Finance by Ziemann

Physics and Finance

by Ziemann
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Book cover type: Paperback
  • ISBN13: 9783030636456
  • Binding: Paperback
  • Subject: Physics and Astronomy
  • Publisher: Springer Verlag
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 286
  • Original Price: EUR 49.99
  • Language: English
  • Edition: N/A
  • Item Weight: 422 grams
  • BISAC Subject(s): Physics / Mathematical & Computational, Finance / General, and Applied

From the Back Cover

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.


Volker Ziemann obtained his Ph.D. in accelerator physics from Dortmund University in 1990. After postdoctoral positions in Stanford at SLAC and in Geneva at CERN, where he worked on the design of the LHC, in 1995, he moved to Uppsala where he worked at the electron-cooler storage ring CELSIUS. In 2005, he moved to the physics department where he has since taught physics. He was responsible for several accelerator physics projects at CERN, DESY, and XFEL. In 2014, he received the Thuréus prize from the Royal Society of Sciences in Uppsala.


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