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  • Quantitative Finance for Physicists: An Introduction

    Quantitative Finance for Physicists by Schmidt, Anatoly B.;

    An Introduction

    Series: Academic Press Advanced Finance;

      • GET 10% OFF

      • The discount is only available for 'Alert of Favourite Topics' newsletter recipients.
      • Publisher's listprice EUR 55.95
      • The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.

        23 205 Ft (22 100 Ft + 5% VAT)
      • Discount 10% (cc. 2 321 Ft off)
      • Discounted price 20 885 Ft (19 890 Ft + 5% VAT)

    23 205 Ft

    Availability

    Out of print

    Why don't you give exact delivery time?

    Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.

    Product details:

    • Publisher Elsevier Science
    • Date of Publication 20 January 2005

    • ISBN 9780120884643
    • Binding Hardback
    • No. of pages184 pages
    • Size 228x152 mm
    • Weight 430 g
    • Language English
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    Long description:

    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.

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    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

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