(BQ) Part 1 book "The statistical mechanics of financial markets" has contents: Introduction, basic information on capital markets, basic information on capital markets, the black–scholes theory of option prices, scaling in financial data and in physics. | Texts and Monographs in Physics Series Editors: R. Balian, Gif-sur-Yvette, France W. Beiglböck, Heidelberg, Germany H. Grosse, Wien, Austria W. Thirring, Wien, Austria Johannes Voit The Statistical Mechanics of Financial Markets Third Editon With 99 Figures ABC Dr. Johannes Voit Deutscher Sparkassen-und Giroverband Charlottenstraße 47 10117 Berlin Germany E-mail: Library of Congress Control Number: 2005930454 ISBN-10 3-540-26285-7 3rd ed. Springer Berlin Heidelberg New York ISBN-13 978-3-540-26285-5 3rd ed. Springer Berlin Heidelberg New York ISBN-10 3-540-00978-7 2nd ed. Springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable for prosecution under the German Copyright Law. Springer is a part of Springer Science+Business Media c Springer-Verlag Berlin Heidelberg 2005 Printed in The Netherlands The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. A Typesetting: by the authors and TechBooks using a Springer L TEX macro package Cover design: design & production GmbH, Heidelberg Printed on acid-free paper SPIN: 11498919 55/TechBooks 543210 One must act on what has not happened yet. Lao .
