Quantitative finance for physicists : an introduction / Anatoly B. Schmidt.

San Diego, Calif. : Elsevier Academic Press, ©2005.

1 online resource (ix, 167 pages) : illustrations

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English.

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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 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.

O'Reilly Safari. OCLC KB.

Print version: Schmidt, Anatoly B. Quantitative finance for physicists. San Diego, Calif. : Elsevier Academic Press, ©2005

Books / Online

English

February 27, 2024

Includes bibliographical references (pages 149-157) and index.

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.

Finance > Mathematical models