ISBN 9783540262855,The Statistical Mechanics of Financial Markets

The Statistical Mechanics of Financial Markets

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ISBN 9783540262855
Publisher

Ingram Publisher Services

Publication Year 2005
ISBN-13

ISBN 9783540262855

ISBN-10 3540262857
Binding

Hardback

Edition 3rd ed. 2005
Number of Pages 396 Pages
Subject

Management decision making

Offers chapters on the basic notions and tools of risk management, and capital requirements for financial institutions. Using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion, this book develops a description of financial markets based on random walks.
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