The Statistical Mechanics of Financial Markets
This highly praised introductory treatment describes the parallels between statistical physics and finance - both those established in the 100-year long interaction between these disciplines, as well as new research results on financial markets. The random-walk technique, well known in physics, is a...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Édition: | 3rd Editon. |
| Collection: | Texts and Monographs in Physics
Theoretical and Mathematical Physics |
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • The statistical mechanics of financial markets, Johannes Voit, 3rd edition, 2005, Berlin, Springer, 1 vol. (XV-378 p.), Texts and monographs in physics, 3-540-26285-7 |
Table des matières:
- Basic Information on Capital Markets Random Walks in Finance and Physics The Black-Scholes Theory of Option Prices Scaling in Financial Data and in Physics Turbulence and Foreign Exchange Markets Derivative Pricing Beyond Black Scholes Microscopic Market Models Theory of Stock Exchange Crashes Risk Management Economic and Regulatory Capital for Financial Institutions