Title: The Statistical Mechanics of Financial Markets (Texts and Monographs in Physics)
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.
Subjects: Statistics, Mathematics, Economics, Physics, Statistical physics, Finance, Statistical methods, Capital market, Financial engineering, Finance, statistical methods, Finances, Méthodes statistiques, Marché financier, Physique statistique, Ingénierie financière, Game Theory, Economics, Social and Behav. Sciences, Dynamical Systems and Complexity Statistical Physics, Statistics for Business/Economics/Mathematical Finance/Insurance, Economic Theory