Hydrodynamics of Markets
Hidden Links between Physics and Finance
Elements in Quantitative Finance
Lipton, Alexander
- 出版社：Cambridge University Press
- 出版年月：2025年 01月
- ISBN：9781009503105
- 装丁：PAP
-
装丁について
- 言語：ENG
- 巻数・ページ数：148 p.
- DDC分類：332.015118
- 内容紹介：
-
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.