The Statistical Mechanics of Financial Markets (Texts and Monographs in Physics)
Edition: 3rd ed. edition
Publisher: Springer
Published: December 1, 2005
Language: eng
Format: Hardcover
Number of pages: 378
ISBN-13: 9783540262855
Subjects: Business & Management; Risk assessment & analysis for business; Statistical methods; Physics; Science; Science/Mathematics; Statistical physics; Game Theory; Statistics; Capital Markets; Financial Data; Random Walks; Science / Physics; Statistical Mechanics; Turbulence; Capital market; Finance
Description: This third edition includes two 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.