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Springer The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics)

Name: The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics)
Brand: Springer

Econometrics

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The third edition of this highly praised reference offers new chapters on the basic notions and tools of risk management, and capital requirements for financial institutions, including an overview of the new Basel II capital framework which may well set the risk management standards in scores of countries for years to come. Using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion, the book develops a more accurate description of financial markets based on random walks. This approach permits the formulation of novel methods for derivative pricing and risk management.

Product Specifications

Brand: Springer
Format: Paperback
ASIN: 3642065783
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 19 October 2010
Listed Since: 14 June 2010

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Springer The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics)

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