The Statistical Mechanics of Financial Markets (Record no. 59377)

000 -LEADER
fixed length control field 01514 a2200241 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 230512b |||||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9783540262855 (HB)
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER
Universal Decimal Classification number 536
Item number VOI
100 ## - MAIN ENTRY--AUTHOR NAME
Personal name Voit,Johannes
245 ## - TITLE STATEMENT
Title The Statistical Mechanics of Financial Markets
250 ## - EDITION STATEMENT
Edition statement 3
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher Springer
Year of publication 2005
Place of publication Berlin
300 ## - PHYSICAL DESCRIPTION
Number of Pages xv, 378 p
490 ## - SERIES STATEMENT
Series statement Texts and monographs in physics
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note Basic Information on Capital Markets<br/>Random Walks in Finance and Physics<br/>The Black-Scholes Theory of Option Prices<br/>Scaling in Financial Data and in Physics<br/>Turbulence and Foreign Exchange Markets<br/>Derivative Pricing Beyond Black<br/>Scholes<br/>Microscopic Market Models<br/>Theory of Stock Exchange Crashes<br/>Risk Management<br/>Economic and Regulatory Capital for Financial Institutions
520 ## - SUMMARY, ETC.
Summary, etc "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
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Financial engineering
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Statistical physics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Capital market Statistical methods Finance
Form subdivision Finance Statistical methods
690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
Topical term or geographic name as entry element Physics
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type BOOKS
Holdings
Withdrawn status Lost status Damaged status Not for loan Current library Full call number Accession Number Koha item type
        IMSc Library 536 VOI 77289 BOOKS
The Institute of Mathematical Sciences, Chennai, India

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