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Quantitative finance for physicists : an introduction

Author: Anatoly B Schmidt
Publisher: San Diego, Calif. : Elsevier Academic Press, ©2005.
Series: Academic Press advanced finance series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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,  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Schmidt, Anatoly B.
Quantitative finance for physicists.
San Diego, Calif. : Elsevier Academic Press, ©2005
(DLC) 2004026114
(OCoLC)56924728
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Anatoly B Schmidt
ISBN: 1417577363 9781417577361 9780120884643 012088464X 9780080492209 0080492207 1592782280 9781592782284
OCLC Number: 57743436
Description: 1 online resource (ix, 167 pages) : illustrations.
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.
Series Title: Academic Press advanced finance series.
Responsibility: Anatoly B. Schmidt.
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Abstract:

Presents an introduction to the fundamental and advanced finance principles and methods. This work helps readers to learn about key topics in quantitative finance such as option pricing, portfolio  Read more...

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"... Schmidt's book is the most pedagogical among the few good econophysics books to have appeared in the last years. I am going to use it whenever teaching econophysics to young researchers.... A Read more...

 
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