In this chapter, we provide a thorough overview of the foundational concepts from Probability Theory and Statistical Physics that form the basis of modern quantitative finance. We aim to introduce the most essential principles required to understand financial processes and methods inspired by near-equilibrium Statistical Physics. These foundational tools will serve as a stepping stone for future developments. We will revisit this topic in Chap.  5 , where more intricate geometrical structures will be explored.

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Data Mathematics, Physics and Information

  • João Pires da Cruz

摘要

In this chapter, we provide a thorough overview of the foundational concepts from Probability Theory and Statistical Physics that form the basis of modern quantitative finance. We aim to introduce the most essential principles required to understand financial processes and methods inspired by near-equilibrium Statistical Physics. These foundational tools will serve as a stepping stone for future developments. We will revisit this topic in Chap.  5 , where more intricate geometrical structures will be explored.