The Statistical Mechanics of Financial Markets (Hardcover, 3, 2005)

Introduction.- Basic Information on Capital Markets.- Random Walks in Finance and Physics.- The Black-Scholes Theory of Option Prices.- Scaling in Financial Data and in Physics.- Turbulence and Foreign Exchange Markets.- Derivative Pricing Beyond Black-Scholes.- Microscopic Market Models.- Theory of Stock Exchange Crashes.- Risk Management.- Economic and Regulatory Capital for Financial Institutions.- Appendix.- Notes and References.- Index.