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The Statistical Mechanics of Financial Markets (Theoretical and Mathematical Physics)
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This highly praised introductory treatment describes the parallels between statistical physics and finance - both those established in the 100-year long interaction between these disciplines, as well as new research results on financial markets. The random-walk technique, well known in physics, is also the basic model in finance, upon which are built, for example, the Blac
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Hardcover, 378 pages
Published
October 21st 2005
by Springer
(first published July 15th 2003)
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