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Quantitative Finance for Physicists Anatoly B. Schmidt (Financial Data Analyst)

Quantitative Finance for Physicists By Anatoly B. Schmidt (Financial Data Analyst)

Quantitative Finance for Physicists by Anatoly B. Schmidt (Financial Data Analyst)


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Summary

Presents an introduction to the fundamental and advanced finance principles and methods. This work helps readers to learn about key topics in quantitative finance such as option pricing, portfolio management and risk measurement.

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Quantitative Finance for Physicists Summary

Quantitative Finance for Physicists: An Introduction by Anatoly B. Schmidt (Financial Data Analyst)

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.

Quantitative Finance for Physicists Reviews

... Schmidt's book is the most pedagogical among the few good econophysics books to have appeared in the last years. I am going to use it whenever teaching econophysics to young researchers.... A very positive contribution, giving the new generation of scientists a balanced, interdisciplinary, yet soundly professional background in this fascinating and promising field. -Sorin Solomon, Professor at the Racah Institute of Physics, Hebrew University of Jerusalem and Director of the Multi-Agent Systems Division at the Institute for Scientific Interchange, Torino ...What amazes me most in this nicely crafted presentation of hot topics in econometrics, mathematical finance, econophysics, and agent-based modeling is how the selection of topics is well-informed and how these pour out smoothly. I will recommend this book to my own financial economics students as an up-to-date, quick reference companion to classes and the lab. -Sergio Da Silva, Department of Economics, Federal University of Santa Catarina, Brazil

About 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.

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

Additional information

CIN012088464XG
9780120884643
012088464X
Quantitative Finance for Physicists: An Introduction by Anatoly B. Schmidt (Financial Data Analyst)
Used - Good
Hardback
Elsevier Science Publishing Co Inc
20050120
184
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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