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文档介绍:Schmidt / Quantitative Finance: An Introduction For Physicists Final Proof 9:03pm page 1
QUANTITATIVE FINANCE
FOR PHYSICISTS:
AN INTRODUCTION
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Schmidt / Quantitative Finance: An Introduction For Physicists Final Proof 9:03pm page 3
QUANTITATIVE FINANCE
FOR PHYSICISTS:
AN INTRODUCTION
ANATOLY B. SCHMIDT
AMSTERDAM • BOSTON • HEIDELBERG • LONDON
NEW YORK • OXFORD • PARIS • SAN DIEGO
SAN FRANCISCO • SINGAPORE • SYDNEY • TOKYO
Schmidt / Quantitative Finance: An Introduction For Physicists Final Proof 9:03pm page 4
Elsevier Academic Press
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525 B Street, Suite 1900, San Diego, California 92101-4495, USA
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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,
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via the Elsevier homepage (), by selecting ‘‘Customer Support’’
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Library of Congress Cataloging-in-Publication Data
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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
040506070809987654321
Schmidt / Quantitative Finance: An Introduction For Physicists Final Proof 9:03pm page 5
Table of Contents
Chapter 1
Introduction 1