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Table of Contents
Chapter 1
Introduction 1
Chapter 2
Financial Markets 5
Chapter 3
Probability Distributions 17
Chapter 4
Stochastic Processes 29
Chapter 5
Time Series Analysis 43
Chapter 6
Fractals 59
Chapter 7
Nonlinear Dynamical Systems 69
Chapter 8
Scaling in Financial Time Series 87
v
Chapter 9
Option Pricing 93
Chapter 10
Portfolio Management 111
Chapter 11
Market Risk Measurement 121
Chapter 12
Agent-Based Modeling of Financial Markets 129
Comments 145
References 149
Answers to Exercises 159
Index 161
vi Contents
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