The statistical mechanics of financial markets /
Collection : Texts and monographs in physics, 0172-5998 Mention d'édition :3rd ed. Publié par : Springer, (Berlin ; | New York :) Détails physiques : 1 online resource (xv, 378 pages) : illustrations. ISBN :9783540262893; 354026289X; 9783540262855; 3540262857.
|
Capital market
--
Statistical methods.
|
Statistical physics.
|
Financial engineering.
|
Finances
--
Méthodes statistiques.
|
Marché financier
--
Méthodes statistiques.
|
Physique statistique.
|
Ingénierie financière.
|
Physique.
|
Capital market
--
Statistical methods.
|
Finance
--
Statistical methods.
|
Financial engineering.
|
Statistical physics.
|
Portfolio-theorie.
|
Statistische methoden.
|
Kapitaalmarkt.
|
Mathematische fysica.
|
Financieel management.
|
Finance.
|
Ingénierie financière.
|
Marché financier.
|
Méthode statistique.
|
Physique statistique.
| Type de document | Site actuel | Cote | Statut | Date de retour prévue | Code à barres | Réservations |
|---|---|---|---|---|---|---|
| Livre | La bibliothèque des Sciences Juridiques, Economiques et de Gestion | 332.015159 VOI (Parcourir l'étagère) | Disponible | 0000000024489 |
"Information sources": pages 359-363.
Includes bibliographical references (pages 365-393) and index.
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{u2014}Scholes -- Microscopic Market Models -- Theory of Stock Exchange Crashes -- Risk Management -- Economic and Regulatory Capital for Financial Institutions.
"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.
Il n'y a pas de commentaire pour ce document.