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Quantitative finance for physicists : an introduction / Anatoly B. Schmidt
(Academic Press advanced finance series)

Publisher	San Diego, Calif : Elsevier Academic Press
Year	©2005
Authors	*Schmidt, Anatoly B

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Links to the text	Location	Volume	Call No.	Barcode No.	Status	Comments	ISBN	Printed	Restriction	Reserve
Links to the text	Library Off-campus access			OB00177571		ScienceDirect (電子ブック)	1417577363

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Material Type	E-Book
Media type	機械可読データファイル
Size	1 online resource (ix, 167 pages) : illustrations
Notes	Includes bibliographical references (pages 149-157) and index Print version record 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 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 English Elsevier ScienceDirect All Books HTTP:URL=https://www.sciencedirect.com/science/book/9780120884643
Subjects	LCSH:Finance -- Mathematical models All Subject Search CSHF:Finances -- Modèles mathématiques All Subject Search FREE:BUSINESS & ECONOMICS -- Finance All Subject Search FREE:Finance -- Mathematical models All Subject Search LCSH:Electronic books FREE:Electronic books FREE:Electronic books FREE:Electronic books
Classification	LCC:HG106 DC22:332/.01/5195
ID	8000079679
ISBN	1417577363