Quantitative finance for physicists : an introduction /

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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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Schmidt, Anatoly B.
Format: Electronic eBook
Language:Inglés
Published: San Diego, Calif. : Elsevier Academic Press, ©2005.
Series:Academic Press advanced finance series.
Subjects:
Finance > Mathematical models.
Finances > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Online Access:Texto completo
Texto completo
Table of Contents:
  • 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.

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