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Voit, J. (2003): The Statistical Mechanics of Financial Markets, 2nd ed., Springer, Berlin, xiv + 287 pp., euro 48.10, ISBN 3-54000978-7.
Many mechanics of financial markets are based on models well known sometimes with different names - also in (statistical) physics. The purpose of the present book is to express several of these connections between econometrics and physics. It is divided into 9 chapters: Introduction and motivation - Basics of capital markets - Random walks in finance and...