The Statistical Mechanics of Financial Markets
ISBN-13:
9783540414094
ISBN-10:
3540414096
Author:
johannes-voit
Publication date:
2001
Publisher:
Springer Verlag
Format:
Hardcover
220 pages
Category:
Finance
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Book details
ISBN-13:
9783540414094
ISBN-10:
3540414096
Author:
johannes-voit
Publication date:
2001
Publisher:
Springer Verlag
Format:
Hardcover
220 pages
Category:
Finance
Summary
The Statistical Mechanics of Financial Markets (ISBN-13: 9783540414094 and ISBN-10: 3540414096), written by authors
johannes-voit, was published by Springer Verlag in 2001.
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Description
Describes parallels between physics and finance, including established parallels from the last century, and new research results on capital markets using statistical physics. Discusses the underlying assumptions using empirical financial data, formulating theories of derivative pricing and risk control. DLC: Finance--Statistical methods.
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