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The Statistical Mechanics of Financial Markets

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Cover of 'The Statistical Mechanics of Financial Markets'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Basic Information on Capital Markets
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    Chapter 3 Random Walks in Finance and Physics
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    Chapter 4 The Black—Scholes Theory of Option Prices
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    Chapter 5 Scaling in Financial Data and in Physics
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    Chapter 6 Turbulence and Foreign Exchange Markets
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    Chapter 7 Risk Control and Derivative Pricing in Non-Gaussian Markets
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    Chapter 8 Microscopic Market Models
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    Chapter 9 Theory of Stock Exchange Crashes
Attention for Chapter 1: Introduction
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Citations

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