金融市场统计力学
金融市场统计力学封面图

金融市场统计力学

(德) 沃伊特 (Voit,J.) , 著

出版社:世界图书出版公司北京公司

年代:2010

定价:49.0

书籍简介:

本书是一部介绍统计物理和金融原理的入门书籍,金融市场最新研究成果也得以呈现。物理中著名的随机游程技巧也是金融中的基本模型,书中增加了证券投资组合最优化方法,将经验金融数据运用于流体流,湍流,超级扩散等物理模型中的应用。

书籍目录:

non-stable scaling, temporal and interasset correlations in financial markets

6. turbulence and foreign exchange markets

7. derivative pricing beyond black-scholes

8. microscopic market models

10. risk management

9. Theory of Stock Exhange Crashes

11. economic and regulatory capital for financial institutions

appendix

notes and references

index

内容摘要:

the present third edition of the statistical mechanics of financial markets is published only four years after the first edition. the success of the book highlights the interest in a summary of the broad research activities on the application of statistical physics to financial markets. i am very grateful to readers and reviewers for their positive reception and comments. why then prepare a new edition instead of only reprinting and correcting the second editionthe new edition has been significantly expanded, giving it a more prac-tical twist towards banking. the most important extensions are due to my practical experience as a risk manager in the german savings banks' asso-ciation (dsgv) two new chapters on risk management and on the closely related topic of economic and regulatory capital for financial institutions, re-spectively, have been added. the chapter on risk management contains both the basics as well as advanced topics, e.g. coherent risk measures, which have not yet reached the statistical physics community interested in financial mar-kets.

书籍规格:

书籍详细信息
书名金融市场统计力学站内查询相似图书
9787510027338
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出版地北京出版单位世界图书出版公司北京公司
版次影印本印次1
定价(元)49.0语种英文
尺寸23 × 15装帧平装
页数 396 印数

书籍信息归属:

金融市场统计力学是世界图书出版公司北京公司于2010.9出版的中图分类号为 F830.9 ,O414.2 的主题关于 金融市场-统计力学-英文 的书籍。