AuthorSchmidt, Anatoly B.
TitleQuantitative finance for physicists : an introduction / Anatoly B. Schmidt
Imprint Amsterdam : Elsevier, c2005
Descript ix, 167 p. ; ill. ; 24 cm

CONTENT

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


Finance -- Mathematical models

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