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The Statistical Mechanics of Financial Markets
Johannes Voit
€ 107.80
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Description for The Statistical Mechanics of Financial Markets
Hardcover. Offers chapters on the basic notions and tools of risk management, and capital requirements for financial institutions. Using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion, this book develops a description of financial markets based on random walks. Series: Theoretical and Mathematical Physics. Num Pages: 394 pages, 11 black & white tables, biography. BIC Classification: KJMD. Category: (G) General (US: Trade); (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 240 x 162 x 27. Weight in Grams: 720.
The present third edition of The Statistical Mechanics of Financial Markets is published only four years after the ?rst edition. The success of the book highlights the interest in a summary of the broad research activities on the application of statistical physics to ?nancial markets. I am very grateful to readers and reviewers for their positive reception and comments. Why then prepare a new edition instead of only reprinting and correcting the second edition? The new edition has been signi?cantly expanded, giving it a more pr- tical twist towards banking. The most important extensions are due to my practical experience ... Read more
The present third edition of The Statistical Mechanics of Financial Markets is published only four years after the ?rst edition. The success of the book highlights the interest in a summary of the broad research activities on the application of statistical physics to ?nancial markets. I am very grateful to readers and reviewers for their positive reception and comments. Why then prepare a new edition instead of only reprinting and correcting the second edition? The new edition has been signi?cantly expanded, giving it a more pr- tical twist towards banking. The most important extensions are due to my practical experience ... Read more
Product Details
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
396
Format
Hardback
Publication date
2005
Series
Theoretical and Mathematical Physics
Condition
New
Weight
747g
Number of Pages
378
Place of Publication
Berlin, Germany
ISBN
9783540262855
SKU
V9783540262855
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for The Statistical Mechanics of Financial Markets
From the reviews of the third edition: "An excellent job of integrating many of the most important themes from econophysics in a relatively small volume. … The book serves its purpose, as a textbook on econophysics, superbly and one can tell that it developed from a course of lectures. The book is written with extreme ... Read more