Author | Schmidt, Anatoly B. |
---|
Title | Quantitative 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
SUBJECT
-
Finance -- Mathematical models
LOCATION | CALL# | STATUS |
---|
Central Library (5th Floor) | 332.015195 S349Q |
CHECK SHELVES
|