Coverart for item
The Resource The statistical mechanics of financial markets, Johannes Voit

The statistical mechanics of financial markets, Johannes Voit

Label
The statistical mechanics of financial markets
Title
The statistical mechanics of financial markets
Statement of responsibility
Johannes Voit
Creator
Subject
Language
eng
Summary
"This third edition of The Statistical Mechanics of Financial Markets especially stands apart from other treatments because it offers new chapters containing a practitioner's treatment of two important current topics in banking: 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."--Jacket
Member of
Is part of
Cataloging source
GW5XE
http://library.link/vocab/creatorDate
1957-
http://library.link/vocab/creatorName
Voit, Johannes
Dewey number
332.01/5159
Illustrations
illustrations
Index
index present
LC call number
HG176.5
LC item number
.V64 2005eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Texts and monographs in physics,
http://library.link/vocab/subjectName
  • Finance
  • Capital market
  • Statistical physics
  • Financial engineering
  • Physique
  • Capital market
  • Finance
  • Financial engineering
  • Statistical physics
  • Portfolio-theorie
  • Statistische methoden
  • Kapitaalmarkt
  • Mathematische fysica
  • Financieel management
  • Finance
  • Ingénierie financière
  • Marché financier
  • Méthode statistique
  • Physique statistique
Label
The statistical mechanics of financial markets, Johannes Voit
Instantiates
Publication
Bibliography note
  • "Information sources": pages 359-363
  • Includes bibliographical references (pages 365-393) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
262680925
Dimensions
unknown
Edition
3rd ed.
Extent
1 online resource (xv, 378 pages)
Form of item
online
Isbn
9783540262855
Lccn
2005930454
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b137351
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-26285-5
Specific material designation
remote
System control number
(OCoLC)262680925
Label
The statistical mechanics of financial markets, Johannes Voit
Publication
Bibliography note
  • "Information sources": pages 359-363
  • Includes bibliographical references (pages 365-393) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
262680925
Dimensions
unknown
Edition
3rd ed.
Extent
1 online resource (xv, 378 pages)
Form of item
online
Isbn
9783540262855
Lccn
2005930454
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b137351
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-26285-5
Specific material designation
remote
System control number
(OCoLC)262680925

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...