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Quantitative finance for physicists : an introduction /

  • 作者:Anatoly B. Schmidt.
  • 出版者:Elsevier Academic Press
  • 出版地:Amsterdam :
  • 語文:英語
  • 叢書名:Academic Press advanced finance series
  • ISBN/ISSN/ISRC:012088464X
  • 作者:Schmidt, Anatoly B.
  • 索書號:332/.01/5195

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