Quantitative finance for physicists :: an introduction /
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 pro...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
San Diego, Calif. :
Elsevier Academic Press,
©2005.
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Schriftenreihe: | Academic Press advanced finance series.
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Schlagworte: | |
Online-Zugang: | Volltext Volltext |
Zusammenfassung: | 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 fieldmany 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. |
Beschreibung: | 1 online resource (ix, 167 pages) : illustrations |
Bibliographie: | Includes bibliographical references (pages 149-157) and index. |
ISBN: | 1417577363 9781417577361 9780120884643 012088464X 9780080492209 0080492207 1592782280 9781592782284 1281019984 9781281019981 9786611019983 6611019987 |
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505 | 0 | |a 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. | |
520 | |a 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 fieldmany 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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author | Schmidt, Anatoly B. |
author_GND | http://id.loc.gov/authorities/names/n2004142299 |
author_facet | Schmidt, Anatoly B. |
author_role | |
author_sort | Schmidt, Anatoly B. |
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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. |
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dewey-search | 332/.01/5195 |
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dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
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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.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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. 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genre | dissertations. aat Academic theses fast Academic theses. lcgft http://id.loc.gov/authorities/genreForms/gf2014026039 Thèses et écrits académiques. rvmgf |
genre_facet | dissertations. Academic theses Academic theses. Thèses et écrits académiques. |
id | ZDB-4-EBA-ocm57743436 |
illustrated | Illustrated |
indexdate | 2024-11-27T13:15:41Z |
institution | BVB |
isbn | 1417577363 9781417577361 9780120884643 012088464X 9780080492209 0080492207 1592782280 9781592782284 1281019984 9781281019981 9786611019983 6611019987 |
language | English |
oclc_num | 57743436 |
open_access_boolean | |
owner | MAIN DE-863 DE-BY-FWS |
owner_facet | MAIN DE-863 DE-BY-FWS |
physical | 1 online resource (ix, 167 pages) : illustrations |
psigel | ZDB-4-EBA |
publishDate | 2005 |
publishDateSearch | 2005 |
publishDateSort | 2005 |
publisher | Elsevier Academic Press, |
record_format | marc |
series | Academic Press advanced finance series. |
series2 | Academic Press advanced finance series |
spelling | Schmidt, Anatoly B. http://id.loc.gov/authorities/names/n2004142299 Quantitative finance for physicists : an introduction / Anatoly B. Schmidt. San Diego, Calif. : Elsevier Academic Press, ©2005. 1 online resource (ix, 167 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 text file rdaft http://rdaregistry.info/termList/fileType/1002 Academic Press advanced finance series Includes bibliographical references (pages 149-157) and index. Print version record. 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. 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 fieldmany 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. English. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Finances Modèles mathématiques. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast dissertations. aat Academic theses fast Academic theses. lcgft http://id.loc.gov/authorities/genreForms/gf2014026039 Thèses et écrits académiques. rvmgf has work: Quantitative finance for physicists (Text) https://id.oclc.org/worldcat/entity/E39PCFTCrjPWBJY6PCT3t6fqry https://id.oclc.org/worldcat/ontology/hasWork Print version: Schmidt, Anatoly B. Quantitative finance for physicists. San Diego, Calif. : Elsevier Academic Press, ©2005 012088464X (DLC) 2004026114 (OCoLC)56924728 Academic Press advanced finance series. http://id.loc.gov/authorities/names/no2004032910 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=123436 Volltext FWS01 ZDB-4-EBA FWS_PDA_EBA https://www.sciencedirect.com/science/book/9780120884643 Volltext |
spellingShingle | Schmidt, Anatoly B. Quantitative finance for physicists : an introduction / Academic Press advanced finance series. 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. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Finances Modèles mathématiques. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast |
subject_GND | http://id.loc.gov/authorities/subjects/sh85048260 http://id.loc.gov/authorities/genreForms/gf2014026039 |
title | Quantitative finance for physicists : an introduction / |
title_auth | Quantitative finance for physicists : an introduction / |
title_exact_search | Quantitative finance for physicists : an introduction / |
title_full | Quantitative finance for physicists : an introduction / Anatoly B. Schmidt. |
title_fullStr | Quantitative finance for physicists : an introduction / Anatoly B. Schmidt. |
title_full_unstemmed | Quantitative finance for physicists : an introduction / Anatoly B. Schmidt. |
title_short | Quantitative finance for physicists : |
title_sort | quantitative finance for physicists an introduction |
title_sub | an introduction / |
topic | Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Finances Modèles mathématiques. BUSINESS & ECONOMICS Finance. bisacsh Finance Mathematical models fast |
topic_facet | Finance Mathematical models. Finances Modèles mathématiques. BUSINESS & ECONOMICS Finance. Finance Mathematical models dissertations. Academic theses Academic theses. Thèses et écrits académiques. |
url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=123436 https://www.sciencedirect.com/science/book/9780120884643 |
work_keys_str_mv | AT schmidtanatolyb quantitativefinanceforphysicistsanintroduction |