LEADER 04905nam 2200685Ia 450 001 9910458467603321 005 20200520144314.0 010 $a1-281-01998-4 010 $a9786611019983 010 $a1-4175-7736-3 010 $a0-08-049220-7 035 $a(CKB)1000000000364709 035 $a(EBL)226804 035 $a(OCoLC)232311847 035 $a(SSID)ssj0000231190 035 $a(PQKBManifestationID)11190453 035 $a(PQKBTitleCode)TC0000231190 035 $a(PQKBWorkID)10198457 035 $a(PQKB)10252232 035 $a(MiAaPQ)EBC226804 035 $a(CaSebORM)9780120884643 035 $a(Au-PeEL)EBL226804 035 $a(CaPaEBR)ebr10128016 035 $a(CaONFJC)MIL101998 035 $a(EXLCZ)991000000000364709 100 $a20041105d2005 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aQuantitative finance for physicists$b[electronic resource] $ean introduction /$fAnatoly B. Schmidt 205 $a1st edition 210 $aSan Diego $cElsevier Academic Press$dc2005 215 $a1 online resource (179 p.) 225 1 $aAcademic Press Advanced Finance 300 $aDescription based upon print version of record. 311 $a1-4832-9991-0 311 $a0-12-088464-X 320 $aIncludes bibliographical references (p. 149-157) and index. 327 $aFront 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 327 $a4.4 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 327 $a7.5 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 327 $a10.2 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 330 $aWith more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this much-needed book quickly introduces them to fundamental and advanced finance principles and methods. Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. Find out how fractals, scaling, chaos, and other physics concepts are useful in analyzing financial time series. Learn about key topics in quantitative finance such as option pricing, portfolio 410 0$aAcademic Press Advanced Finance 606 $aFinance$xMathematical models 606 $aBusiness mathematics 608 $aElectronic books. 615 0$aFinance$xMathematical models. 615 0$aBusiness mathematics. 676 $a332/.01/5195 700 $aSchmidt$b Anatoly B$0924329 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910458467603321 996 $aQuantitative finance for physicists$92074232 997 $aUNINA LEADER 03397oam 2200505 450 001 9910790977903321 005 20190911112729.0 010 $a981-4583-06-5 035 $a(OCoLC)898079381 035 $a(MiFhGG)GVRL8RAY 035 $a(EXLCZ)992550000001191503 100 $a20140423h20142014 uy 0 101 0 $aeng 135 $aurun|---uuuua 181 $ctxt 182 $cc 183 $acr 200 00$aSymmetry and fundamental physics $eTom Kibble at 80 /$fedited by Jerome Gauntlett, Imperial College London, UK 210 1$aNew Jersey :$cWorld Scientific,$d[2014] 210 4$d?2014 215 $a1 online resource (xviii, 151 pages) $cillustrations (some color) 225 0 $aGale eBooks 300 $aDescription based upon print version of record. 311 $a981-4583-01-4 311 $a1-306-39675-1 320 $aIncludes bibliographical references. 327 $aContents; Preface; Acknowledgments; Photos; Tom Kibble and the Early Universe as the Ultimate High Energy Experiment; 1. Introduction; 2. Inflation; 3. Can We Do Better?; 4. The Electroweak Higgs: A New Clue; 5. Weyl Invariance and the Big Crunch/Big Bang Transition; 6. Holographic Description of a Bouncing Cosmology; 7. Summary and Conclusions; References; Universality of Phase Transition Dynamics: Topological Defects from Symmetry Breaking; 1. Introduction; 2. The Kibble-Zurek Mechanism; 3. Landau Zener Crossing as a Quantum Example of the KZM 327 $a3.1. Controlling excitations in Landau Zener crossing4. Quantum Phase Transitions; 5. Adiabatic Crossing of Quantum Phase Transition; 6. The KZM and Transitions between Steady States; 7. Winding Numbers in Loops; 7.1. Trapping flux in small loops; 8. Defect Formation in Multiferroics; 9. The Inhomogeneous Kibble-Zurek Mechanism; 10. Kink Formation in Ion Chains; 10.1. Prospects of ground-state cooling of ion chains; 11. Soliton Formation in Bose Einstein Condensation; 12. Vortex Formation in a Newborn Bose Einstein Condensate; 13. Mott Insulator to Superfluid Transition 327 $a8.3.6. Compatibility of the observed state with the SM Higgs boson hypothesis: non-standard couplings9. Conclusions and Outlook; Epilogue; Acknowledgements; References; Tom Kibble: Breaking Ground and Breaking Symmetries; Tom Kibble at 80: After Dinner Speech; References; Publication List 330 $aTom Kibble is an inspirational theoretical physicist who has made profound contributions to our understanding of the physical world. To celebrate his 80th birthday a one-day symposium was held on March 13, 2013 at the Blackett Laboratory, Imperial College, London. This important volume is a compilation of papers based on the presentations that were given at the symposium. The symposium profiled various aspects of Tom's long scientific career. The tenor of the meeting was set in the first talk given by Neil Turok, director of the Perimeter Institute for Theoretical Physics, who described Tom as 606 $aSymmetry (Physics) 606 $aPhysics 615 0$aSymmetry (Physics) 615 0$aPhysics. 676 $a530 676 $a539.7 676 $a539.7/258 702 $aGauntlett$b Jerome 702 $aKibble$b T. W. B. 801 0$bMiFhGG 801 1$bMiFhGG 906 $aBOOK 912 $a9910790977903321 996 $aSymmetry and fundamental physics$93859347 997 $aUNINA