Theoretical physics: from the cosmos to the stock market (spring 2021)

We are happy to announce the Delta ITP Course Advanced Topics in Theoretical Physics aimed at advanced Master’s students, PhD and postdoctoral researchers, which takes place in the spring 2021 and has as theme "Theoretical physics: from the cosmos to the stock market".
The course consists of three 5-week modules. Each module consists of four lectures and exercise sessions, as well as an exam.
Lectures will take place on Monday's at 11:15-13:00, followed by a study/exercise session 13:45- end.
At the end of the module there is an exam. All exams will be graded with a pass or fail. You need to pass all three exams to receive credit for the course.
We anticipate that all teaching will take place online, for which the details will be communicated to registered participants.
Please register here before the course begins, even if you do not take the course for credit. We cannot send you important notices or process your grade if you do not register.
Please contact your local organizer (below) for details.

  • Module 1:

    Eric Laenen (UvA)
    Soft theorems and gauge theories
    Lectures: Feb 1, 8, 15, 22, Room G5.29, UvA Science Park 904 Amsterdam
    Exam: Mar 1

    In these lectures we examine the structure of scattering amplitudes with soft gauge fields, both abelian and non-abelian. We explain the role of Wilson lines and so-called webs that allow all-order organization. We discuss the Low-Burnett-Kroll theorem and next-to-soft effects, and modern ways to organize these. Applications to cross sections and even to gravity are discussed.

  • Module 2:

    Robbert Pullen (UL&Optiver)
    Physics and Finance
    Lectures: Mar 8, 15, 22, 29
    No class Apr 5 (Easter)
    Exam: Apr 12

    This course introduces how physics and physics concepts play a role in the dynamics of financial markets. At its core is the equivalence between the heat-equation and the Black-Scholes equation for option pricing. We build on this to explore the statistical “mechanics” underlying more intricate options such as Greeks. During the course we highlight both the commonality and the difference between physics and finance questions.

    Lecture 1: Financial Markets and their dynamics.
    Lecture 2: From the Heat Equation to Black-Scholes and Option Pricing
    Lecture 3: Greeks; its physical interpretation, characteristics and dynamics
    Lecture 4: Pricing beyond ES options, binomial trees and Monte Carlo simulation

    These lectures will be based on selections from a specially developed course by and for physicists and mathematicians now working at Optiver Trading.

  • Module 3:

    Tanja Hinderer (UU)
    Gravitational Waves for fundamental physics
    Lectures: Apr 19, May 10, 17, 31
    No class Apr 26 (King’s day), May 3 (UvA holiday), May 24 (Pentecost)
    Exam: June 7

    The goal of this module is to become familiarized with the tools for using gravitational waves to probe fundamental physics in unexplored regimes. We will begin with a basic introduction to gravitational waves from binary systems and the important role of theoretical models for the measurements, assuming knowledge of General Relativity. We will then cover modern modeling methods such as black hole perturbation theory, approximations for the inspiral, and effective one body resummations. We will discuss example applications to gravitational-wave signatures from physical effects that encode information about the nature of black holes, strong-field gravity, QCD at extreme density, and dark matter, and conclude with an outlook to the remaining challenges and future prospects.

  • Contact:

    Dr. Lars Fritz
    Institute for Theoretical Physics
    Utrecht University
    Princetonplein 5
    3584 CC Utrecht
    tel: +31 30 253 3880

    Prof. Koenraad Schalm
    Instituut-Lorentz for Theoretical Physics
    Leiden University
    Niels Bohrweg 2
    2335 CA Leiden

    Dr. Wouter Waalewijn
    Institute for Theoretical Physics
    University of Amsterdam
    Science Park 904
    1098 XH Amsterdam
    tel: +31 (0)20 525 3204

    Administrative matters:
    Mariëlle Hilkens
    Institute for Theoretical Physics
    Utrecht University
    Princetonplein 5
    3584 CC Utrecht
    tel: +31 30 253 5906