TY  - GEN
AU  - Voit,Johannes 
TI  - The Statistical Mechanics of Financial Markets 
T2  - Texts and monographs in physics
SN  - 9783540262855 (HB)
PY  - 2005///
CY  - Berlin
PB  - Springer
KW  - Financial engineering
KW  - Statistical physics
KW  - Capital market Statistical methods Finance
KW  - Finance Statistical methods
N1  - 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
N2  - "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
ER  -