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Quantitative Finance for Physicists. An Introduction. Academic Press Advanced Finance

  • ID: 1770279
  • Book
  • January 2005
  • Elsevier Science and Technology

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.

Please Note: This is an On Demand product, delivery may take up to 11 working days after payment has been received.

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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
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Anatoly B. Schmidt Financial Data Analyst.

Dr. Anatoly.B. Schmidt holds M.S. and Ph.D. in Physics from Latvian

University, Riga. For more than 10 years, Dr. Schmidt was the lead

modeling scientist at the Latvian Center for Biological, Medical, and

Ecological Research. In the 90s, he was engaged for several years in

development of computational chemistry software and in its applications

to life sciences. His research interests include modeling "of

anything", from biological processes to financial markets. His major

fields of expertise are the statistical physics, in particular, the

theory of fluids, (poly)electrolytes and plasmas, the solvation theory

and its applications in biology, and, most recently, quantitative

finance. Dr. Schmidt is the author of the book "Statistical

thermodynamics of classical plasmas" (Energoatomizdat, Moscow, 1991),

and more than 40 publications in biophysics, statistical and chemical

physics, and econophysics. Dr. A.B. Schmidt has been a financial data

analyst since 1997.
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