Ebook: The Statistical Mechanics of Financial Markets
Author: Dr. Johannes Voit (auth.)
- Tags: Statistical Physics Dynamical Systems and Complexity, Game Theory Economics Social and Behav. Sciences, Economic Theory, Statistics for Business/Economics/Mathematical Finance/Insurance
- Series: Texts and Monographs in Physics
- Year: 2001
- Publisher: Springer Berlin Heidelberg
- Language: English
- pdf
Content:
Front Matter....Pages I-XII
Introduction....Pages 1-10
Basic Information on Capital Markets....Pages 11-22
Random Walks in Finance and Physics....Pages 23-46
The Black—Scholes Theory of Option Prices....Pages 47-77
Scaling in Financial Data and in Physics....Pages 79-123
Turbulence and Foreign Exchange Markets....Pages 125-138
Risk Control and Derivative Pricing in Non-Gaussian Markets....Pages 139-157
Microscopic Market Models....Pages 159-184
Theory of Stock Exchange Crashes....Pages 185-212
Back Matter....Pages 213-220
Content:
Front Matter....Pages I-XII
Introduction....Pages 1-10
Basic Information on Capital Markets....Pages 11-22
Random Walks in Finance and Physics....Pages 23-46
The Black—Scholes Theory of Option Prices....Pages 47-77
Scaling in Financial Data and in Physics....Pages 79-123
Turbulence and Foreign Exchange Markets....Pages 125-138
Risk Control and Derivative Pricing in Non-Gaussian Markets....Pages 139-157
Microscopic Market Models....Pages 159-184
Theory of Stock Exchange Crashes....Pages 185-212
Back Matter....Pages 213-220
....
Download the book The Statistical Mechanics of Financial Markets for free or read online
Continue reading on any device:
Last viewed books
Related books
{related-news}
Comments (0)