Statistical Mechanics of Financial Markets | Johannes Voit
The present third edition of The Statistical Mechanics of Financial Markets is published only four years after the ?rst edition. The success of the book highlights the interest in a...
88,41 €|172,91 лв.*
В рамките на месец
Вид:
Най-евтини оферти (1)
Statistical Mechanics of Financial Markets | Johannes Voit
Statistical Mechanics of Financial Markets | Johannes Voit
Описание на продукта
The present third edition of The Statistical Mechanics of Financial Markets is published only four years after the ?rst edition. The success of the book highlights the interest in a...
Параметри на продукта
Автор
Johannes Voit
Език
Английски
Година на издаване
2005
Брой страници
393
Тегло
1610
Параметри на продукта
Автор
Johannes Voit
Език
Английски
Година на издаване
2005
Брой страници
393
Тегло
1610
Описание на продукта
The present third edition of The Statistical Mechanics of Financial Markets is published only four years after the ?rst edition. The success of the book highlights the interest in a summary of the broad research activities on the application of statistical physics to ?nancial markets. I am very grateful to readers and reviewers for their positive reception and comments. Why then prepare a new edition instead of only reprinting and correcting the second edition? The new edition has been signi?cantly expanded, giving it a more pr- tical twist towards banking. The most important extensions are due to my practical experience as a risk manager in the German Savings Banks As- ciation (DSGV): Two new chapters on risk management and on the closely related topic of economic and regulatory capital for ?nancial institutions, - spectively, have been added. The chapter on risk management contains both the basics as well as advanced topics, e. g. coherent risk measures, which have not yet reached the statistical physics community interested in ?nancial m- kets. Similarly, it is surprising how little research by academic physicists has appeared on topics relating to Basel II. Basel II is the new capital adequacy framework which will set the standards in risk management in many co- tries for the years to come. Basel II is responsible for many job openings in banks for which physicists are extemely well quali?ed. For these reasons, an outline of Basel II takes a major part of the chapter on capital.
Липсва или е неправилен важен параметър? Предоставената информация е само за ориентиране, затова ви съветваме да проверите дали предлаганият продукт има ключовите параметри от които се нуждаете, преди да купите от магазина по ваш избор. Въпреки че се стремим към максимална точност на информацията, за съжаление не можем винаги да гарантираме 100% съответствие. Цените на продуктите са с включен ДДС.
Продуктът все още няма отзиви.

