Statistical Mechanics of Financial Markets
"Provides an excellent introduction for physicists interested in the statistical properties of financial markets... basic financial terms such as shorts, limit orders, puts, calls, and other terms are clearly defined... an excellent starting point for the interested physicist." PHYSICS TODAY
This introductory treatment describes parallels between statistical physics and finance, both long establish...
"Provides an excellent introduction for physicists interested in the statistical properties of financial markets... basic financial terms such as shorts, limit orders, puts, calls, and other terms are clearly defined... an excellent starting point for the interested physicist." PHYSICS TODAY
This introductory treatment describes parallels between statistical physics and finance, both long establish...
