The Statistical Mechanics of Financial Markets (2nd ed.)

"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 established and new research results on capital markets. Forming the core of Voit's treatment are