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1、Schmidt/QuantitativeFinance:AnIntroductionForPhysicistsFinalProof26.10.20049:03pmpage1QUANTITATIVEFINANCEFORPHYSICISTS:ANINTRODUCTIONThispageintentionallyleftblankSchmidt/QuantitativeFinance:AnIntroductionForPhysicistsFinalProof26.10.20049:03pmpage3QUANTITATIVEFINANCEFORPHYSICISTS:AN
2、INTRODUCTIONANATOLYB.SCHMIDTAMSTERDAM•BOSTON•HEIDELBERG•LONDONNEWYORK•OXFORD•PARIS•SANDIEGOSANFRANCISCO•SINGAPORE•SYDNEY•TOKYOSchmidt/QuantitativeFinance:AnIntroductionForPhysicistsFinalProof26.10.20049:03pmpage4ElsevierAcademicPress30CorporateDrive,Suite400,Burlington,MA01803,USA525
3、BStreet,Suite1900,SanDiego,California92101-4495,USA84Theobald’sRoad,LondonWC1X8RR,UKThisbookisprintedonacid-freepaper.Copyright#2005,ElsevierInc.Allrightsreserved.Nopartofthispublicationmaybereproducedortransmittedinanyformorbyanymeans,electronicormechanical,includingphotocopy,record
4、ing,oranyinformationstorageandretrievalsystem,withoutpermissioninwritingfromthepublisher.PermissionsmaybesoughtdirectlyfromElsevier’sScience&TechnologyRightsDepartmentinOxford,UK:phone:(þ44)1865843830,fax:(þ44)1865853333,e-mail:permissions@elsevier.com.uk.Youmayalsocompleteyourreques
5、ton-lineviatheElsevierhomepage(http://elsevier.com),byselecting‘‘CustomerSupport’’andthen‘‘ObtainingPermissions.’’LibraryofCongressCataloging-in-PublicationDataApplicationsubmitted.BritishLibraryCataloguinginPublicationDataAcataloguerecordforthisbookisavailablefromtheBritishLibraryIS
6、BN:0-12-088464-XForallinformationonallElsevierAcademicPresspublicationsvisitourWebsiteatwww.books.elsevier.comPrintedintheUnitedStatesofAmerica040506070809987654321Schmidt/QuantitativeFinance:AnIntroductionForPhysicistsFinalProof26.10.20049:03pmpage5TableofContentsChapter1Introductio
7、n1Chapter2FinancialMarkets5Chapter3ProbabilityDistributions17Chapter4StochasticProcesses29Chapter5TimeSeriesAnalysis43Chapter6Fractals59Chapter7NonlinearDynamicalSystems69Chapter8ScalinginFinancialTimeSeries87vSchmidt/QuantitativeFinance:AnIntroductionForPhysicistsFinalProof26.10.200
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