The Statistical Mechanics of Financial Markets /
From the reviews of the first edition - "Provides an excellent introduction for physicists interested in the statistical properties of financial markets. Appropriately early in the book the basic financial terms such as shorts, limit orders, puts, calls, and other terms are clearly defined. Exa...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2003.
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| Series: | Texts and monographs in physics.
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- From the Contents: Introduction
- 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
- Risk Control and Derivative Pricing in Non-Gaussian Markets
- Microscopic Market Models
- Theory of Stock Exchange Crashes
- Appendix: Information Sources
- Notes and References
- Index.