000			01514 a2200241 4500
008			230512b |||||||| |||| 00| 0 eng d
020			_a9783540262855 (HB)
041			_aeng
080			_a536 _bVOI
100			_aVoit,Johannes
245			_aThe Statistical Mechanics of Financial Markets
250			_a3
260			_bSpringer _c2005 _aBerlin
300			_axv, 378 p
490			_aTexts and monographs in physics
505			_aBasic 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
520			_a"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			_aFinancial engineering
650			_aStatistical physics
650			_aCapital market Statistical methods Finance _vFinance Statistical methods
690			_aPhysics
942			_cBK _01
999			_c59377 _d59377