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Quantitative finance for physicists : an introduction /
First concise introduction to quantitative finance for physicists.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam :
Elsevier Academic Press,
©2005.
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| Colección: | Academic Press advanced finance series.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Preliminaries; Contents; Introduction; Financial Markets; Probability Distributions; Stochastic Processes; Time Series Analysis; Fractals; Nonlinear Dynamical Systems; Scaling in Financial Time Series; Option Pricing; Portfolio Management; Market Risk Measurement; Agent Based Modeling of Financial Markets; Comments; References; Answers to Exercises; Index.