The Statistical Mechanics of Financial Markets
Language: English Series: Texts and monographs in physicsPublication details: Berlin Springer 2005Edition: 3Description: xv, 378 pISBN: 9783540262855 (HB)Subject(s): Financial engineering | Statistical physics | Capital market Statistical methods Finance -- Finance Statistical methods | Physics
BOOKS
List(s) this item appears in:
New Arrivals (30 May 2023)
| Current library | Home library | Call number | Materials specified | Status | Date due | Barcode |
|---|---|---|---|---|---|---|
| IMSc Library | IMSc Library | 536 VOI (Browse shelf (Opens below)) | Checked out to Arup Biswas (arupb) | 31/08/2023 | 77289 |
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
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