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About Voit - Stat Mech of Financial Markets
This document is the table of contents for "The Statistical Mechanics of Financial Markets" by Johannes Voit. It lists 11 chapters that discuss topics related to applying statistical mechanics and physics models to financial markets. These include random walks and their connection to Brownian motion, the Black-Scholes options pricing model, scaling and power laws seen in financial data and natural phenomena, turbulence in foreign exchange markets, microscopic market models, theories of stock market crashes, and risk management. The final chapters cover economic and regulatory capital requirements for financial institutions.
Detailed Information
| Author: | ['JackPun'] |
|---|---|
| Publication Year: | 2015 |
| Pages: | 6 |
| Language: | English |
| Format: | |
| Price: | FREE |
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