Synopsis
The third edition of this highly praised reference offers new chapters on the basic notions and tools of risk management, and capital requirements for financial institutions, including an overview of the new Basel II capital framework which may well set the risk management standards in scores of countries for years to come. Using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion, the book develops a more accurate description of financial markets based on random walks. This approach permits the formulation of novel methods for derivative pricing and risk management.
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The Statistical Mechanics of Financial Markets, 3rd edition
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The Statistical Mechanics of Financial Markets, 3rd
Edité par
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin, 2010
ISBN 10 : 3642065783
ISBN 13 : 9783642065781
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Trade paperback. Etat : New in new dust jacket. 3rd. INTERNATIONAL EDITION. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. 393 p. Theoretical and Mathematical Physics. Audience: Professional and scholarly. N° de réf. du vendeur K513A0000753
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The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics)
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Springer, 2010
ISBN 10 : 3642065783
ISBN 13 : 9783642065781
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The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics)
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ISBN 10 : 3642065783
ISBN 13 : 9783642065781
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The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics)
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ISBN 10 : 3642065783
ISBN 13 : 9783642065781
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paperback. Etat : Very Good. Clean Pages. Proceeds benefit the Pima County Public Library system, which serves Tucson and southern Arizona. Slight edge wear and bumping. N° de réf. du vendeur mon0000010510
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Statistical Mechanics of Financial Markets
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ISBN 13 : 9783642065781
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The Statistical Mechanics of Financial Markets (eng)
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Statistical Mechanics of Financial Markets
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The Statistical Mechanics of Financial Markets
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Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2010
ISBN 10 : 3642065783
ISBN 13 : 9783642065781
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Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
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Paperback. Etat : New. Third Edition 2005. The present third edition of The Statistical Mechanics of Financial Markets is published only four years after the ?rst edition. The success of the book highlights the interest in a summary of the broad research activities on the application of statistical physics to ?nancial 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 edition? The new edition has been signi?cantly expanded, giving it a more pr- tical twist towards banking. The most important extensions are due to my practical experience as a risk manager in the German Savings Banks' As- ciation (DSGV): Two new chapters on risk management and on the closely related topic of economic and regulatory capital for ?nancial institutions, - 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 ?nancial m- kets. Similarly, it is surprising how little research by academic physicists has appeared on topics relating to Basel II. Basel II is the new capital adequacy framework which will set the standards in risk management in many co- tries for the years to come. Basel II is responsible for many job openings in banks for which physicists are extemely well quali?ed. For these reasons, an outline of Basel II takes a major part of the chapter on capital. N° de réf. du vendeur LU-9783642065781
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The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics)
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