Voit,Johannes
The Statistical Mechanics of Financial Markets - 3 - Berlin Springer 2005 - xv, 378 p - Texts and monographs in physics .
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
"This third edition of The Statistical Mechanics of Financial Markets especially stands apart from other treatments because it offers new chapters containing a practitioner's treatment of two important current topics in banking: the basic notions and tools of risk management and capital requirements for financial institutions, including an overview of the new Basel II capital framework which may well set the risk management standards in scores of countries for years to come."--Jacket
9783540262855 (HB)
Financial engineering
Statistical physics
Capital market Statistical methods Finance --Finance Statistical methods
536 / VOI
The Statistical Mechanics of Financial Markets - 3 - Berlin Springer 2005 - xv, 378 p - Texts and monographs in physics .
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
"This third edition of The Statistical Mechanics of Financial Markets especially stands apart from other treatments because it offers new chapters containing a practitioner's treatment of two important current topics in banking: the basic notions and tools of risk management and capital requirements for financial institutions, including an overview of the new Basel II capital framework which may well set the risk management standards in scores of countries for years to come."--Jacket
9783540262855 (HB)
Financial engineering
Statistical physics
Capital market Statistical methods Finance --Finance Statistical methods
536 / VOI