AnyBook4Less.com	Find the Best Price on the Web Order from a Major Online Bookstore
Home  |  Store List  |  FAQ  |  Contact Us  |
Ultimate Book Price Comparison Engine Save Your Time And Money Keyword AuthorISBN

Title: The Statistical Mechanics of Financial Markets (Texts and Monographs in Physics) by Johannes Voit ISBN: 3-540-00978-7 Publisher: Springer Verlag Pub. Date: July, 2003 Format: Paperback Volumes: 1 List Price(USD): $49.95

Your Country USA Canada United Kingdom Australia Austria Belgium France Germany Italy Netherlands Switzerland Currency AutoUSD CAD GBP EUR AUD CHF Delivery Only cheapest delivery All delivery options Include Used Books Are you a club member of: Barnes and Noble Books A Million Chapters.Indigo.ca

Average Customer Rating: 5 (1 review)

Rating: 5
Summary: Very useful bridge between physics methodologies and finance
Comment: Very useful book, particularly in what concerns alternative L-Stable distributions. True, not too versed in financial theory but I'd rather see the author erring on the side of more physics than mathematical economics. As an author I don't ask much from books, just to deliver what they indend. This one does.

Clear historical description of Einstein/Bachelier. Hopefully one day we will call derivatives pricing the Bachelier valuation.

The book in short provides an excellent perspective on the statistical approach to asset price dynamics. Very clear and to the point.

Nassim Nicholas Taleb

Similar Books:

	Title: An Introduction to Econophysics: Correlations and Complexity in Finance by Rosario N. Mantegna, H. Eugene Stanley ISBN: 0521620082 Publisher: Cambridge University Press Pub. Date: 01 November, 1999 List Price(USD): $50.00
	Title: Why Stock Markets Crash : Critical Events in Complex Financial Systems by Didier Sornette ISBN: 0691096309 Publisher: Princeton Univ Pr Pub. Date: 18 November, 2002 List Price(USD): $45.00
	Title: Stochastic Processes by Wolfgang Paul, Jorg Baschnagel ISBN: 3540665609 Publisher: Springer Verlag Pub. Date: 07 March, 2000 List Price(USD): $71.95
	Title: Quantum Field Theory in a Nutshell by A. Zee ISBN: 0691010196 Publisher: Princeton Univ Pr Pub. Date: 10 March, 2003 List Price(USD): $49.50
	Title: Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing by Kirill Ilinski ISBN: 0471877387 Publisher: John Wiley & Sons Pub. Date: 15 February, 2001 List Price(USD): $95.00