The Statistical Mechanics of Financial Markets

• Κύριος συγγραφέας: Voit, Johannes (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Balian, R. (Επιμελητής έκδοσης), Beiglböck, W. (Επιμελητής έκδοσης), Grosse, H. (Επιμελητής έκδοσης), Thirring, W. (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Έκδοση: Third Editon.
• Σειρά: Texts and Monographs in Physics,
• Θέματα: Mathematics.; Game theory.; Statistical physics.; Dynamical systems.; Statistics.; Economic theory.; Game Theory, Economics, Social and Behav. Sciences.; Statistical Physics, Dynamical Systems and Complexity.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Economic Theory/Quantitative Economics/Mathematical Methods.

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...

Πίνακας περιεχομένων:

• 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.