The Statistical Mechanics of Financial Markets
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Published By Springer Berlin Heidelberg

9783662044254, 9783662044230

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Risk Control and Derivative Pricing in Non-Gaussian Markets

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-04423-0_7 ◽

2001 ◽

pp. 139-157

Author(s):

Johannes Voit

Keyword(s):

Risk Control ◽

Derivative Pricing ◽

Non Gaussian

The Black—Scholes Theory of Option Prices

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-04423-0_4 ◽

2001 ◽

pp. 47-77

Author(s):

Johannes Voit

Keyword(s):

Option Prices ◽

Black Scholes

Basic Information on Capital Markets

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-04423-0_2 ◽

2001 ◽

pp. 11-22

Author(s):

Johannes Voit

Keyword(s):

Capital Markets ◽

Basic Information

Introduction

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-04423-0_1 ◽

2001 ◽

pp. 1-10

Author(s):

Johannes Voit

Microscopic Market Models

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-04423-0_8 ◽

2001 ◽

pp. 159-184

Author(s):

Johannes Voit

Keyword(s):

Market Models

Scaling in Financial Data and in Physics

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-04423-0_5 ◽

2001 ◽

pp. 79-123

Author(s):

Johannes Voit

Keyword(s):

Financial Data

Theory of Stock Exchange Crashes

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-04423-0_9 ◽

2001 ◽

pp. 185-212

Author(s):

Johannes Voit

Keyword(s):

Stock Exchange

Turbulence and Foreign Exchange Markets

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-04423-0_6 ◽

2001 ◽

pp. 125-138 ◽

Cited By ~ 1

Author(s):

Johannes Voit

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Exchange Markets

Random Walks in Finance and Physics

The Statistical Mechanics of Financial Markets ◽

10.1007/978-3-662-04423-0_3 ◽

2001 ◽

pp. 23-46

Author(s):

Johannes Voit

Keyword(s):

Random Walks