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Quantitative finance for physicists : an introduction /

With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this much-needed book quickly introduces them to fundamental and advanced finance principles and methods. Quantitative Finance for Physicists pro...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Schmidt, Anatoly B.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: San Diego, Calif. : Elsevier Academic Press, �2005.
Colección:Academic Press advanced finance series.
Temas:
Acceso en línea:Texto completo

MARC

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504 |a Includes bibliographical references (pages 149-157) and index. 
588 0 |a Print version record. 
505 0 |a 1. Introduction; 2. Financial Markets; 3. Probability Distributions; 4. Stochastic Processes; 5. Time Series Analysis; 6. Fractals; 7. Nonlinear dynamic systems; 8. Scaling in Financial Times Series; 9. Option Pricing; 10. Portfolio Management; 11. Market Risk Measurement; 12. Agent-based modelling of financial markets; Comments; References; Answers to Exercises; Index. 
520 |a With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this much-needed book quickly introduces them to fundamental and advanced finance principles and methods. Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. Find out how fractals, scaling, chaos, and other physics concepts are useful in analyzing financial time series. Learn about key topics in quantitative finance such as option pricing, portfolio management, and risk measurement. This book provides the basic knowledge in finance required to enable readers with physics backgrounds to move successfully into the financial industry. * Short, self-contained book for physicists to master basic concepts and quantitative methods of finance * Growing fieldmany physicists are moving into finance positions because of the high-level math required *Draws on the author's own experience as a physicist who moved into a financial analyst position. 
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