Quantitative Finance for Physicists

An Introduction

Anatoly B. Schmidt - Collection Advanced Finance Series

170 pages, parution le 31/01/2005

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Résumé

With more and more physicists and physics students exploring the possibility of utilizing their skills in the finance industry, this much-needed book quickly introduces you to financial principles and methods.

This book provides a short, straightforward introduction to those who already have the background in physics. Learn about option pricing, fractals, time series analysis, and other phenomena as they relate to actual problems in finance. Use this book to develop a solid foundation in finance to move into the financial industry.

Features & Benefits

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

L'auteur - Anatoly B. Schmidt

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.

Sommaire

Introduction
Basics of financial markets
Probability distributions
Stochastic processes
Time series analysis
Fractals
Nonlinear dynamical systems
Scaling in financial time series
Option Pricing
Portfolio management
Market risk measurement
Agent-based modeling of financial markets

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Academic Press
Auteur(s)	Anatoly B. Schmidt
Collection	Advanced Finance Series
Parution	31/01/2005
Nb. de pages	170
Format	16 x 23,5
Couverture	Relié
Poids	415g
Intérieur	Noir et Blanc
EAN13	9780120884643
ISBN13	978-0-12-088464-3