A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and go

This textbook describes parallels between statistical physics and finance - both those established in the 100-year-long interaction between these disciplines, a

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 highlig

This highly praised introductory treatment describes the parallels between statistical physics and finance - both those established in the 100-year long interac

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure a