Quantitative Finance For Physicists: An Introduction

Other | July 1, 2010

bySchmidt, Anatoly B., Anatoly B. Schmidt

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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 field-many 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

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From the Publisher

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 introdu...

Dr. Anatoly.B. Schmidt holds M.S. and Ph.D. in Physics from LatvianUniversity, Riga. For more than 10 years, Dr. Schmidt was the leadmodeling scientist at the Latvian Center for Biological, Medical, andEcological Research. In the 90s, he was engaged for several years indevelopment of computational chemistry software and in its applicat...

other books by Schmidt, Anatoly B.

Quantitative Finance for Physicists: An Introduction
Quantitative Finance for Physicists: An Introduction

Kobo ebook|Dec 1 2004

$60.59 online$78.67list price(save 22%)
Format:OtherDimensions:184 pages, 1 × 1 × 1 inPublished:July 1, 2010Publisher:Academic PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0080492207

ISBN - 13:9780080492209

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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