In this video I try to shed some light on similarities of computational physics and finance.
One might argue that this video tends towards being a series of seemingly random ramblings, but I hope you might find it at least minutely enlightening and interesting.
I mention a bunch of books in this video. Here they are.
Texbook on Computational Physics: https://amzn.to/3re3QX9
Textbook on Numerical Methods in Finance: https://amzn.to/36rOpTh
My Life as a Quant, Emanuel Derman: https://amzn.to/2NJc9vJ
When Genius Failed, Roger Lowenstein: https://amzn.to/3akZbvT
0:00 Intro
1:24 Quants: Physicists in Finance
4:04 Brownian Motion and Diffusion
8:22 Monte Carlo
10:30 Options and the Black Scholes Model
14:02 Summary and Outro