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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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
San Diego, Calif. :
Elsevier Academic Press,
©2005.
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| Collection: | Academic Press advanced finance series.
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| Sujets: | |
| Accès en ligne: | Texto completo Texto completo |
Table des matières:
- 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.