English
Deutsch
Français
简体中文
繁體中文
Categories
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
-- Economics/Finances
-- Business/Investing
-- Internet Markting
-- Economic Management
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Newest
Business 7 Figure Shortcut 2011
Business Organic Chemistry by Francis A. Carey (Repost)
Business Cohomologie l-adique et Fonctions L (Lecture Notes in Mathematics) (French Edition) by A. Grothendieck (Repost)
Business "Toyota Under Fire: Lessons for Turning Crisis into Opportunity" by Jeffrey K. Liker, Timothy N. Ogden (Repost)
Business Forex Beginner’s Course
Business Sandeep Krishnamurthy, «Contemporary Research in E-marketing» (Repost)
Business William Russell Melton, "New American Expat: Thriving and Surviving Overseas in the Post-9/11 World" (Repost)
The Lean Startup - How Today's Entrepreneurs Use Continuous Innovation to Create Radically Successful Businesses
How - Why How We Do Anything Means Everything...in Business (and in Life)
[Tutsplus] Running a Freelance Business Design (2012)
The New Business Road Test - What entrepreneurs and executives should do before writing a business plan (3rd Edition)
Business Discourse, Interpretation, Organization [Repost]
Business Poverty Mosaics: Realities and Prospects in Small-Scale Fisheries [Repost]
Business Corporate Social Responsibility: Verantwortungsvolle Unternehmensführung in Theorie und Praxis [Repost]
Tutsplus - Running a Freelance Design Business (2012)
Business Public Speaking and Presentations Demystified [Repost]
Business Umwandlungssteuerrecht: Grundlagen für Studium und Steuerberaterprüfung (Auflage: 5)
Business Natural Gas Information 2011 (Repost)
The Business of iPhone App Development - Making and Marketing Apps that Succeed
Useful Links
Business The Statistical Mechanics of Financial Markets
Posted on 2010-03-15
|  |
More Johannes Voit, ?The Statistical Mechanics of Financial Markets (Texts and Monographs in Physics)? This highly praised introductory treatment describes the parallels between statistical physics and finance - both those established in the 100-year long interaction between these disciplines, as well as new research results on financial markets. The random-walk technique, well known in physics, is also the basic model in finance, upon which are built, for example, the Black-Scholes theory of option pricing and hedging, plus methods of portfolio optimization. Here the underlying assumptions are assessed critically. 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. With this approach, novel methods for derivative pricing and risk management can be formulated. Computer simulations of interacting-agent models provide insight into the mechanisms underlying unconventional price dynamics. It is shown that stock exchange crashes can be modelled in ways analogous to phase transitions and earthquakes, and sometimes have even been predicted successfully. 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. Thanks to the original uploader! DOWNLOAD FROM RAPIDSHARE:
Rating:
2.5 out of 5 by Book123 |
| Download Links | |
| Server | Status |
|---|---|
| Direct Download Link 1 | Alive |
| Direct Download Link 2 | Alive |
| Download Link (HERE) | Alive |
|
Buy This Book at Best Price >> | |
Related Articles
 | Economics/Finances Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets Hagen Kleinert, «Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets»World Scientific Publishing | ISBN: 9812700099 | 4 edition (September 30, 2006) | 1592 pages | PDF | 12 Mb This is the fourth, expand ... |
 | Economics/Finances The Statistical Mechanics of Financial Markets (repost) Johannes Voit, "The Statistical Mechanics of Financial Markets" Springer, 3 ed | 2005 | ISBN: 3540262857 | 378 pages | PDF | 5,4 MB This highly praised introductory treatment describes the parallels between statistical physics and financ ... |
 | Economics/Finances Statistical Models and Methods for Financial Markets Statistical Models and Methods for Financial Markets Publisher: Springer | Pages: 354 | 2008-07-25| ISBN 0387778268 | PDF | 7 MBThis book presents statistical methods and models of importance to quantitative finance and links finance theory ... |
 | Science/Engineering Operator Algebras and Quantum Statistical Mechanics 2: Equilibrium States. Models in Quantum Statistical Mechanics (Repost) Operator Algebras and Quantum Statistical Mechanics 2: Equilibrium States. Models in Quantum Statistical Mechanics (Theoretical and Mathematical Physics) Publisher: Springer | ISBN: 3540614435 | edition 2003 | PDF | 532 pages | 40,4 mbFor ... |
 | Economics/Finances Financial Institutions and Markets: Current Issues in Financial Markets Financial Institutions and Markets: Current Issues in Financial Markets Publisher: Palgrave Macmillan | Pages: 224 | 2008-11-15 | ISBN 0230609066 | PDF | 1 MBCredits to original uploadermirror 2Free mirror provided - so Follow ... |
| Technical The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics) ISBN: 3540262857 Publisher: Springer Author: Johannes VoitDescription:This highly praised introductory treatment describes the parallels between statistical physics and finance - both those established in the 100-year long interaction betwe ... |
Comments (0)
