Quantitative Finance for Physicists An Introduction - Academic Press

Book Description

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 management, and risk measurement. This book provides the basic knowledge in finance required to enable readers with physics backgrounds to move successfully into the financial industry.

* Short, self-contained book for physicists to master basic concepts and quantitative methods of finance
* Growing fieldmany physicists are moving into finance positions because of the high-level math required
*Draws on the author's own experience as a physicist who moved into a financial analyst position/p>

Reviews From AMAZON.COM

useful reference

This is a good introduction for a Science major who is willing to grasp the basic concepts in Econophysics and Mathematical Finance. This concise book can prepare a reader to the MBA-level text-books on finance. Two chapters, on scaling in finance and agent-based modeling, are of particular interest being the balanced reviews of recent research dispersed in periodic literature. This material describes the dynamic and exciting field of Econophysics where the most important results may be yet waiting to be found. I recommend this books to my students and they, too, find it very useful.
Joseph Malinsky, Professor of Physics, Graduate Center CUNY

Questionable value

I found many errors in the book. It is far from being mathematically rigorous. Good as a general overview.