서지주요정보
The Statistical Mechanics of Financial Markets [electronic resource]
서명 / 저자 The Statistical Mechanics of Financial Markets [electronic resource] / by Johannes Voit ; edited by R. Balian, W. Beiglböck, H. Grosse, W. Thirring.
저자명 Balian, R;Beiglböck, W;Grosse, H;Thirring, W;Voit, Johannes
단체명 Balian, R;Beiglböck, W;Grosse, H;Thirring, W;Voit, Johannes
판사항 Third Editon.
발행사항 Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
총서명 Texts and Monographs in Physics, 1864-5879
Online Access http://dx.doi.org/10.1007/b137351URL

서지기타정보

서지기타정보
청구기호 HB144
형태사항 XVI, 378 p. online resource.
언어 English
내용 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 -- Derivative Pricing Beyond Black'Scholes -- Microscopic Market Models -- Theory of Stock Exchange Crashes -- Risk Management -- Economic and Regulatory Capital for Financial Institutions.
주제 Mathematics.
Game theory.
Statistical physics.
Dynamical systems.
Statistics.
Economic theory.
Mathematics.
Game Theory, Economics, Social and Behav. Sciences.
Statistical Physics, Dynamical Systems and Complexity.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Economic Theory/Quantitative Economics/Mathematical Methods.
보유판 및 특별호 저록 Springer eBooks
ISBN 9783540262893
기타 표준번호 10.1007/b137351
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