Hydrodynamics of markets : hidden links between physics and finance /

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, the movements of particles in random fields described by the Kolmogorov and Klein-Kramers equ...

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Bibliographic Details

Main Author:	Lipton, Alexander (Author)
Format:	eBook
Language:	English
Published:	Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2024.
Series:	Cambridge elements. Elements in quantitative finance.
Subjects:	Finance > Mathematical models. Econophysics. Financial engineering. Hydrodynamics. Finances > Modèles mathématiques. Éconophysique. Ingénierie financière. Hydrodynamique. Electronic books.
Online Access:	Connect to the full text of this electronic book