The Statistical Mechanics of Financial Markets
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Published By Springer Berlin Heidelberg

9783540009788, 9783662051252

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Random Walks in Finance and Physics

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-05125-2_3 ◽

2003 ◽

pp. 25-48 ◽

Cited By ~ 1

Author(s):

Johannes Voit

Keyword(s):

Random Walks

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Basic Information on Capital Markets

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-05125-2_2 ◽

2003 ◽

pp. 13-24

Author(s):

Johannes Voit

Keyword(s):

Capital Markets ◽

Basic Information

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Turbulence and Foreign Exchange Markets

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-05125-2_6 ◽

2003 ◽

pp. 153-176

Author(s):

Johannes Voit

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets

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The Black—Scholes Theory of Option Prices

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-05125-2_4 ◽

2003 ◽

pp. 49-84

Author(s):

Johannes Voit

Keyword(s):

Option Prices ◽

Black Scholes

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Microscopic Market Models

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-05125-2_8 ◽

2003 ◽

pp. 209-245

Author(s):

Johannes Voit

Keyword(s):

Market Models

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Risk Control and Derivative Pricing in Non-Gaussian Markets

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-05125-2_7 ◽

2003 ◽

pp. 177-207

Author(s):

Johannes Voit

Keyword(s):

Risk Control ◽

Derivative Pricing ◽

Non Gaussian

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Scaling in Financial Data and in Physics

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-05125-2_5 ◽

2003 ◽

pp. 85-152

Author(s):

Johannes Voit

Keyword(s):

Financial Data

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Introduction

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-05125-2_1 ◽

2003 ◽

pp. 1-11

Author(s):

Johannes Voit

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Theory of Stock Exchange Crashes

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-05125-2_9 ◽

2003 ◽

pp. 247-270

Author(s):

Johannes Voit

Keyword(s):

Stock Exchange

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