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1. |
Record Nr. |
UNINA9910458467603321 |
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Autore |
Schmidt Anatoly B |
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Titolo |
Quantitative finance for physicists [[electronic resource] ] : an introduction / / Anatoly B. Schmidt |
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Pubbl/distr/stampa |
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San Diego, : Elsevier Academic Press, c2005 |
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ISBN |
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1-281-01998-4 |
9786611019983 |
1-4175-7736-3 |
0-08-049220-7 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (179 p.) |
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Collana |
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Academic Press Advanced Finance |
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Disciplina |
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Soggetti |
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Finance - Mathematical models |
Business mathematics |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 149-157) and index. |
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Nota di contenuto |
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Front Cover; Quantitative Finance for Physicists: An Introduction; Copyright Page; Detailed Table of Contents; Chapter 1. Introduction; Chapter 2. Financial Markets; 2.1 Market Price Formation; 2.2 Returns and Dividends; 2.3 Market Efficiency; 2.4 Pathways for Further Reading; 2.5 Exercises; Chapter 3. Probability Distributions; 3.1 Basic Definitions; 3.2 Important Distributions; 3.3 Stable Distributions and Scale Invariance; 3.4 References for Further Reading; 3.5 Exercises; Chapter 4. Stochastic Processes; 4.1 Markov Processes; 4.2 Brownian Motion; 4.3 Stochastic Differential Equation |
4.4 Stochastic Integral 4.5 Martingales; 4.6 References for Further Reading; 4.7 Exercises; Chapter 5. Time Series Analysis; 5.1 Autoregressive and Moving Average Models; 5.2 Trends and Seasonality; 5.3 Conditional Heteroskedasticity; 5.4 Multivariate Time Series; 5.5 References for Further Reading and Econometric Software; 5.6 Exercises; Chapter 6. Fractals; 6.1 Basic Definitions; 6.2 Multifractals; 6.3 References for Further Reading; 6.4 Exercises; Chapter 7. Nonlinear Dynamical Systems; 7.1 Motivation; 7.2 Discrete Systems: Logistic Map; 7.3 Continuous Systems; 7.4 Lorenz Model |
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7.5 Pathways to Chaos 7.6 Measuring Chaos; 7.7 References for Further Reading; 7.8 Exercises; Chapter 8. Scaling in Financial Time Series; 8.1 Introduction; 8.2 Power Laws in Financial Data; 8.3 New Developments; 8.4 References for Further Reading; 8.5 Exercises; Chapter 9. Option Pricing; 9.1 Financial Derivatives; 9.2 General Properties of Options; 9.3 Binomial Trees; 9.4 Black-Scholes Theory; 9.5 References for Further reading; 9.6 Appendix. The Invariant of the Arbitrage-Free Portfolio; 9.7 Exercises; Chapter 10. Portfolio Management; 10.1 Portfolio Selection |
10.2 Capital Asset Pricing Model (CAPM)10.3 Arbitrage Pricing Theory (APT); 10.4 Arbitrage Trading Strategies; 10.5 References for Further Reading; 10.6 Exercises; Chapter 11. Market Risk Measurement; 11.1 Risk Measures; 11.2 Calculating Risk; 11.3 References for Further Reading; 11.4 Exercises; Chapter 12. Agent-Based Modeling of Financial Markets; 12.1 Introduction; 12.2 Adaptive Equilibrium Models; 12.3 Non-Equilibrium Price Models; 12.4 Modeling of Observable Variables; 12.5 References for Further Reading; 12.6 Exercises; Comments; References; Answers to Exercises; Index |
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Sommario/riassunto |
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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 |
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2. |
Record Nr. |
UNINA9910777472703321 |
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Titolo |
Writers of the American Renaissance [[electronic resource] ] : an A-to-Z guide / / edited by Denise D. Knight |
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Pubbl/distr/stampa |
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Westport, CT, : Greenwood Press, 2003 |
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ISBN |
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1-280-90881-5 |
9786610908813 |
0-313-01707-7 |
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Descrizione fisica |
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1 online resource (xiii, 458 pages) |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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American literature - 19th century |
Authors, American - 19th century |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Amos Bronson Alcott (1799-1888); Louisa May Alcott (1832-1888); William Apess (1798-1839); Robert Montgomery Bird (1806-1854); William Wells Brown (1814?-1884); William Cullen Bryant (1794-1878); Alice Cary (1820-1871); Phoebe Cary (1824-1871); William Ellery Channing (1780-1842); Caroline Chesebro' (1825-1873); Lydia Maria Child (1802-1880); James Fenimore Cooper (1789-1851); Christopher Pearse Cranch (1813-1892); Maria Susanna Cummins (1827-1866); Rebecca Harding Davis (1831-1910); Martin Robison Delany (1812-1885); Emily Dickinson (1830-1886) |
Frederick Douglass (1818-1895)Emma Catherine Embury (1806-1863); Ralph Waldo Emerson (1803-1882); Fanny Fern [Sara Willis Parton] (1811-1872); Margaret Fuller (1810-1850); William Lloyd Garrison (1805-1879); Caroline Howard Gilman (1794-1888); Grace Greenwood [Sara Jane Clarke Lippincott] (1823-1904); Angelina Grimké (1805-1879); Charlotte L. Forten Grimké (1837-1914); Sarah Grimké (1792-1873); Sarah Josepha Hale (1788-1879); Frances Ellen Watkins Harper (1825-1911); George Washington Harris (1814-1869); Nathaniel Hawthorne (1804-1864); Caroline Lee Whiting Hentz (1800-1856) |
Oliver Wendell Holmes (1809-1894)Ellen Sturgis Hooper (1812-1848); |
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Julia Ward Howe (1819-1910); Washington Irving (1783-1859); Harriet Ann Jacobs (c. 1813-1897); Sylvester Judd (1813-1853); Caroline M. Kirkland (1801-1864); Abraham Lincoln (1809-1865); George Lippard (1822-1854); Henry Wadsworth Longfellow (1807-1882); Augustus Baldwin Longstreet (1790-1870); James Russell Lowell (1819-1891); Maria Jane Mclntosh (1803-1878); Herman Melville (1819-1891); Elizabeth Oakes Smith (1806-1893); Frances Sargent Locke Osgood (1811-1850); Theodore Parker (1810-1860); Elizabeth Stuart Phelps (1815-1852) |
Edgar Allan Poe (1809-1849)James Redpath (1833-1891); John Rollin Ridge (1827-1867); Catharine Maria Sedgwick (1789-1867); Lydia Huntley Sigourney (1791-1865); William Gilmore Simms (1806-1870); Elizabeth Cady Stanton (1815-1902); Maria W. Stewart (1803-1879); Harriet Beecher Stowe (1811-1896); Bayard Taylor (1825-1878); Henry David Thoreau (1817-1862); Thomas Bangs Thorpe (1815-1878); Henry Timrod (1828-1867); Sojourner Truth (c. 1797?-1883); Jones Very (1813-1880); Susan Warner (1819-1885); Frances Miriam Berry Whitcher (1812?-1852); James Monroe Whitfield (1822-1871) |
Sarah Helen Whitman (1803-1878)Walt Whitman (1819-1892); John Greenleaf Whittier (1807-1892); Nathaniel Parker Willis (1806-1867); Harriet E. Wilson (1827?-1863?) |
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Sommario/riassunto |
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The American literary canon has undergone revision and expansion in recent years, and our notions of the 19th-century renaissance have been reevaluated. Mainstream anthologies have been revised to reflect the expanding literary canon, yet resources for readers have remained widely scattered. This book expands earlier definitions of the 19th-century American Renaissance as represented by canonical writers such as Emerson and Poe, covering writers who published popular fiction and dominated the literary marketplace of the day. Included is generous coverage of women writers and writers of color.| |
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