Hydrodynamics of markets: hidden links between physics and finance
Auteur :
Lipton, Alexander
Éditeur :
Cambridge University Press
ISBN :
9781009503105
Date de publication :
2 janv. 2025
Dimensions :
22,9 x 15,0 x 1,1 cm
Poids :
226 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.