The Statistical Mechanics of Financial MarketsSpringer Science & Business Media, 17. 4. 2013 - Počet stran: 290 "Provides an excellent introduction for physicists interested in the statistical properties of financial markets... basic financial terms such as shorts, limit orders, puts, calls, and other terms are clearly defined... an excellent starting point for the interested physicist." PHYSICS TODAY |
Obsah
1 | |
Basic Information on Capital Markets | 13 |
Random Walks in Finance and Physics | 25 |
4 | 44 |
Scaling in Financial Data and in Physics | 85 |
Turbulence and Foreign Exchange Markets | 153 |
13 | 160 |
25 | 166 |
337 | 174 |
Risk Control and Derivative Pricing | 177 |
Microscopic Market Models 209 | 208 |
Theory of Stock Exchange Crashes | 247 |
Information Sources | 271 |
285 | |