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The statistical mechanics of financial markets 3rd ed

The statistical mechanics of financial markets 3rd ed (Loan 1 times)

Material type
단행본
Personal Author
Voit, Johannes, 1957-.
Title Statement
The statistical mechanics of financial markets / Johannes Voit.
판사항
3rd ed.
Publication, Distribution, etc
Berlin ;   New York :   Springer,   2010.  
Physical Medium
xv, 378 p. : ill. ; 23 cm.
Series Statement
Texts and monographs in physics,0172-5998
ISBN
9783642065781
Bibliography, Etc. Note
"Information sources": p. [359]-363. Includes bibliographical references (p. [365]-393) and index.
Subject Added Entry-Topical Term
Finance -- Statistical methods. Capital market -- Statistical methods. Statistical physics. Financial engineering.
000 01158camuu2200337 a 4500
001 000045699441
005 20130321112945
008 120402s2010 gw a b 001 0 eng
010 ▼a 2005930454
020 ▼a 9783642065781
035 ▼a (KERIS)REF000012531262
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
050 0 0 ▼a HG176.5 ▼b .V64 2005
082 0 0 ▼a 332.01/5159 ▼2 22
084 ▼a 332.015159 ▼2 DDCK
090 ▼a 332.015159 ▼b V898s3
100 1 ▼a Voit, Johannes, ▼d 1957-.
245 1 4 ▼a The statistical mechanics of financial markets / ▼c Johannes Voit.
250 ▼a 3rd ed.
260 ▼a Berlin ; ▼a New York : ▼b Springer, ▼c 2010.
300 ▼a xv, 378 p. : ▼b ill. ; ▼c 23 cm.
490 1 ▼a Texts and monographs in physics, ▼x 0172-5998
504 ▼a "Information sources": p. [359]-363.
504 ▼a Includes bibliographical references (p. [365]-393) and index.
650 0 ▼a Finance ▼x Statistical methods.
650 0 ▼a Capital market ▼x Statistical methods.
650 0 ▼a Statistical physics.
650 0 ▼a Financial engineering.
830 0 ▼a Texts and monographs in physics.
945 ▼a KLPA

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.015159 V898s3 Accession No. 121218727 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

Introduction.- 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.- Appendix.- Notes and References.- Index.


Information Provided By: : Aladin

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