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libcats.org
Quantitative Finance for Physicists: An IntroductionAnatoly B. SchmidtWith more and more physicists and physics students exploring thepossibility of utilizing their advanced math skills for a career inthe finance industry, this much-needed book quickly introduces themto fundamental and advanced finance principles and methods.Quantitative Finance for Physicists provides a short, straightforwardintroduction for those who already have a background in physics. Findout how fractals, scaling, chaos, and other physics concepts areuseful in analyzing financial time series. Learn about key topics inquantitative finance such as option pricing, portfolio management,and risk measurement. This book provides the basic knowledge infinance required to enable readers with physics backgrounds to movesuccessfully into the financial industry.* Short, self-contained bookfor physicists to master basic concepts and quantitative methods offinance * Growing fieldmany physicists are moving into financepositions because of the high-level math required *Draws on theauthor's own experience as a physicist who moved into a financialanalyst position
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