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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 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 field—many 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
- Sales Rank: #2359409 in eBooks
- Published on: 2010-07-19
- Released on: 2010-07-19
- Format: Kindle eBook
Review
"… Schmidt's book is the most pedagogical among the few good econophysics books to have appeared in the last years. I am going to use it whenever teaching econophysics to young researchers.... A very positive contribution, giving the new generation of scientists a balanced, interdisciplinary, yet soundly professional background in this fascinating and promising field."
― Sorin Solomon, Professor at the Racah Institute of Physics, Hebrew University of Jerusalem and Director of the Multi-Agent Systems Division at the Institute for Scientific Interchange, Torino
"…What amazes me most in this nicely crafted presentation of hot topics in econometrics, mathematical finance, econophysics, and agent-based modeling is how the selection of topics is well-informed and how these pour out smoothly. I will recommend this book to my own financial economics students as an up-to-date, quick reference companion to classes and the lab."
― Sergio Da Silva, Department of Economics, Federal University of Santa Catarina, Brazil
From the Back Cover
[back jacket]
Business/Finance
ANATOLY B. SCHMIDT
Quantitative Finance for Physicists
An Introduction
"…What amazes me most in this nicely crafted presentation of hot topics in econometrics, mathematical finance, econophysics, and agent-based modeling is how the selection of topics is well-informed and how these pour out smoothly. I will recommend this book to my own financial economics students as an up-to-date, quick reference companion to classes and the lab."
― Sergio Da Silva, Department of Economics, Federal University of Santa Catarina, Brazil
"… Schmidt's book is the most pedagogical among the few good econophysics books to have appeared in the last years. I am going to use it whenever teaching
econophysics to young researchers.... A very positive contribution, giving the new generation of scientists a balanced, interdisciplinary, yet soundly professional background in this fascinating and promising field."
― Sorin Solomon, Professor at the Racah Institute of Physics, Hebrew University of Jerusalem and Director of the Multi-Agent Systems Division at the Institute for Scientific Interchange, Torino
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.
Anatoly B. Schmidt is a Financial Data Analyst. He holds a Ph.D. in Physics from Latvian University and has more than forty publications in biophysics, statistical physics, and econophysics.
About the Author
Dr. Anatoly.B. Schmidt holds M.S. and Ph.D. in Physics from Latvian
University, Riga. For more than 10 years, Dr. Schmidt was the lead
modeling scientist at the Latvian Center for Biological, Medical, and
Ecological Research. In the 90s, he was engaged for several years in
development of computational chemistry software and in its applications
to life sciences. His research interests include modeling "of
anything", from biological processes to financial markets. His major
fields of expertise are the statistical physics, in particular, the
theory of fluids, (poly)electrolytes and plasmas, the solvation theory
and its applications in biology, and, most recently, quantitative
finance. Dr. Schmidt is the author of the book "Statistical
thermodynamics of classical plasmas" (Energoatomizdat, Moscow, 1991),
and more than 40 publications in biophysics, statistical and chemical
physics, and econophysics. Dr. A.B. Schmidt has been a financial data
analyst since 1997.
Most helpful customer reviews
6 of 6 people found the following review helpful.
needs revisions
By Scott C. Locklin
I'm also a physicist and larval quantitative finance geek. I bought this book upon my last round of job hunting. This book is pretty obviously the "crib notes" that Dr. Schmidt took in preparing himself for Wall Street interviews, and, IMO, it is a pretty good example of this. I myself have a very similar volume, though I did not have the foresight to do it all in LaTeX as he probably did; I stuck mine in a little moleskine notebook as I was reading other books. I encourage anyone looking for a job outside their original field to construct their own version of such a notebook. This is particularly useful in learning the basics of a complicated field like quantitative finance.
I did not find it a particularly valuable pedagogical tool. There are many useful chapters, and knowing everything in them would be very useful (and impressive) on a job interview. But the chapters were too sparse, and the problem sets too narrow to actually learn from. You can read the words and get the basic idea, but, there isn't enough in the way of examples and "meaty dialog" to really absorb the information. One will need supplimental texts on virtually every useful chapter to actually cover the material presented. Of course, if you already know it, this book is a convenient and useful reference to thumb through to refresh your memory. Also, some things which I at least consider important are not emphasized as much as some things which I consider trivia. One of the difficulties with studying this stuff is knowing what is important.
I also disagree with some of his chapters being included at all. Agent based models seem unlikely to come up in an interview, unless you're interviewing for a very innovative and cutting edge position. In the latter case, the chances are pretty good that you already are very conversant in agent-based models and some kind of statistical physics, and you don't need his introduction. I suppose it might make a good talking point to have seen the idea somewhere, even in a brief explanation. The same applies for the section on chaos theory. Maybe someone out there has some models which touch on the physics of chaos. Will his chapter help you to get such a job? No, it will not. "Chaos theory" (and nonlinear dynamics, as the chapter is called) is a vast subject, and he barely defines it here, let alone shows how it might be useful in quantitative finance. What might have been interesting is a treatment of how chaotic models might be modeled in the ARIMA or GARCH time series frameworks he introduces in previous chapters. Finally, he included a chapter on Fractals which is probably even more useless than the chapters on chaos and agent models.
That said, it is a valuable slim reference. It would be more valuable if it included commentary on the subjects I mentioned and/or more and deeper problem sets. I suppose it could go in a more pedagogical direction, or more of a reference book direction in future editions. I look forward to reading them, and using them to keep my own personal version of "the physicist's compleat notebook on finance" up to date.
7 of 9 people found the following review helpful.
Nicely Crafted Econophysics
By Sergio Da Silva
WHAT amazes me most in this nicely crafted presentation of hot topics in econometrics, mathematical finance, econophysics, and agent-based modeling is how the selection of topics is well-informed and how these pour out smoothly.
I will recommend this book to my own financial economics students as an up-to-date, quick-reference companion to classes and the lab.
The author holds a PhD in Physics, as one might presume. And he needed a manual like this one when he first got a job of financial data analyst. So he later on decided to write a book primarily intended to reach the audience of "physicists who want to work on Wall Street yet have not bothered to read anything about finance". Yet I think the book should be of interest to the financial community at large, academics and practitioners. Great stuff.
1 of 1 people found the following review helpful.
useful reference
By Joseph Malinsky
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
See all 5 customer reviews...
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