Statistical Physics with Applications to Mathematical Finance
Overview
Description
This calculus based course is an introduction into modern statistical physics including topics with applications in finance. The main topics are statistical models in equilibrium, phase transitions, mean field approximations, kinetic theory and the approach to equilibrium, as well as Brownian motion, anomalous diffusion, and Levy flights. In the laboratory students will create and run computer simulations using the programming language Python to model and test physical theories discussed in lecture.
Career
Undergraduate
Credits
Value
6
Max
4
Min
4
Course Count
1
Number Of Credits
4
Number Of Repeats
1
Repeatable
No
Contact Use
Yes
Generate Attendance
No
Left Use
Yes
Present Use
Yes
Reason Use
Yes
Tardy Use
Yes
Template Override
No
Time Use
Yes
Attendance Type
Class Meeting
Auto Create
No
Code
LAB
Instructor Contact Hours
3
Default Section Size
20
Final Exam Type
Yes
Include in Dynamic Date Calc
No
Instruction Mode
In Person
LMS File Type
Blackboard CourseInfo 4
Name
Laboratory
OEE Workload Hours
0
Optional Component
No
Preferred Room Features
Academic Scheduling
Workload Hours
3
Contact Use
Yes
Generate Attendance
No
Left Use
Yes
Present Use
Yes
Reason Use
Yes
Tardy Use
Yes
Template Override
No
Time Use
Yes
Attendance Type
Class Meeting
Auto Create
No
Code
LEC
Instructor Contact Hours
3
Default Section Size
20
Final Exam Type
Yes
Include in Dynamic Date Calc
No
Instruction Mode
In Person
LMS File Type
Blackboard CourseInfo 4
Name
Lecture
OEE Workload Hours
0
Optional Component
No
Preferred Room Features
Academic Scheduling
Workload Hours
3