The Statistical Mechanics of Financial Markets
From the reviews - "Provides an excellent introduction for physicists interested in the statistical properties of financial markets. Appropriately early in the book the basic financial terms such as shorts, limit orders, puts, calls, and other terms are c
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Physics and Astronomy
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Texts and Monographs in Physics Series Editors: R. Balian W. Beiglbock H. Grosse E. H. Lieb N. Reshetikhin H. Spohn W. Thirring A selection of titles published in the series: From Microphysics to Macrophysics I + II Methods and Applications of Statistical Physics By R. Balian Multi-Hamiltonian Theory of Dynamical Systems By M. Blaszak Operator Algebras and Quantum Statistical Mechanics I + II 2nd edition By O. Bratteli and D. W. Robinson Scattering Theory of Classical and Quantum N-Particle Systems By. 1. Derezinski and C. Gerard Quantum The Quantum Theory of Particles, Fields, and Cosmology By E. Elbaz Quantum Relativity A Synthesis of the Ideas of Einstein and Heisenberg By D. R. Finkelstein The Elements of Mechanics By G. Gallavotti Supersymmetric Methods in Quantum and Statistical Physics By G. Junker Quantum Entropy and Its Use By M. Ohya and D. Petz The Mechanics and Thermodynamics of Continuous Media By M. Silhavy
Large Scale Dynamics of Interacting Particles By H. Spohn Statistical Methods in Quantum Optics 1. Master Equations and Fokker-Planck Equations By H.1. Carmichael Statistical Mechanics of Lattice Systems Volume I: Closed-Form and Exact Solutions 2nd, revised and enlarged edition By D.A. Lavis and G. M. Bell Statistical Mechanics of Lattice Systems Volume 2: Exact, Series and Renormalization Group Methods By D.A. Lavis and G. M. Bell Conformal Invariance and Critical Phenomena By M. Henkel Information Theory and Quantum Physics Physical Foundations for Understanding the Conscious Process By H.S. Green Magnetism and Superconductivity By L.-P. Levy The Statistical Mechanics of Financial Markets By 1. Voit Foundations of Fluid Dynamics G. Gallavotti
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Johannes Voit
The Statistical Mechanics of Financial Markets With 82 Figures and 5 Tables
,
Springer
Dr. Johannes Voit Theoretische Physik 1 Universităt Bayreuth 95440 Bayreuth, Germany
Editors Roger Balian
Nicolai Reshetikhin
CEA Service de Physique Theorique de SacJay 91191 Gif-sur-Yvette, France
Department of Mathematics University of California Berkeley, CA 94720-3840, USA
Wolf Beiglbock
Herbert Spohn
Institut fiir Angewandte Mathematik Universităt Heidelberg, INF 294 69120 Heidelberg, Germany
Zentrum Mathematik Technische Universităt Miinchen 80290 Miinchen, Germany
Harald Grosse
Walter Thirring
Institut fiir Theoretische Physik Universităt Wien Boltzmanngasse 5 1090 Wien, Austria
Institut fiir Theoretische Physik Universităt Wien Boltzmanngasse 5 1090 Wien, Austria
Elliott H. Lieb Jadwin HaU Princeton University, P.O. Box 708 Princeton, NJ 08544-0708, USA Library of Congress Cataloging-in-Publication Data Voit, Johannes, 1957The statistical mechanics offinancial markets / Johannes Voit. p. em. -- (Texts and monographs in physies ISSN 0172-5998) Ineludes bibliographical references and index. ISBN 978-3-662-04425-4 ISBN 978-3-662-04423-0 (eBook) DOI 10.1007/978-3-662-0
