tailieunhanh - Ebook Quantitative finance for physicists an introduction: Part 1

(BQ) Part 1 book "Quantitative finance for physicists an introduction" has contents: Introduction, financial markets, probability distributions, stochastic processes, time series analysis, fractals. | QUANTITATIVE FINANCE FOR PHYSICISTS: AN INTRODUCTION This page intentionally left blank QUANTITATIVE FINANCE FOR PHYSICISTS: AN INTRODUCTION ANATOLY B. SCHMIDT AMSTERDAM • BOSTON • HEIDELBERG • LONDON NEW YORK • OXFORD • PARIS • SAN DIEGO SAN FRANCISCO • SINGAPORE • SYDNEY • TOKYO Elsevier Academic Press 30 Corporate Drive, Suite 400, Burlington, MA 01803, USA 525 B Street, Suite 1900, San Diego, California 92101-4495, USA 84 Theobald’s Road, London WC1X 8RR, UK This book is printed on acid-free paper. Copyright # 2005, Elsevier Inc. All rights reserved. No part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Permissions may be sought directly from Elsevier’s Science & Technology Rights Department in Oxford, UK: phone: (þ44) 1865 843830, fax: (þ44) 1865 853333, e-mail: permissions@. You may also complete your request on-line via the Elsevier homepage (), by selecting ‘‘Customer Support’’ and then ‘‘Obtaining Permissions.’’ Library of Congress Cataloging-in-Publication Data Application submitted. British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library ISBN: 0-12-088464-X For all information on all Elsevier Academic Press publications visit our Web site at Printed in the United States of America 04 05 06 07 08 09 9 8 7 6 5 4 3 2 .