The Statistical Mechanics of Financial Markets (Record no. 59377)
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000 -LEADER | |
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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 |
Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Full call number | Accession Number | Koha item type |
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IMSc Library | 536 VOI | 77289 | BOOKS |