Non-Equilibrium Phase Transitions, Malte Henkel; Haye Hinrichsen; Sven L?beck

Автор: Barucci Emilio
Название: Financial Markets Theory / Equilibrium, Efficiency and Information
ISBN: 185233469X ISBN-13(EAN): 9781852334697
Издательство: Springer
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Цена: 79150.00 T
Наличие на складе: Поставка под заказ.
Описание: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook to address the economic foundations of financial markets theory from a mathematically rigorous standpoint, and to offer a self-contained critical discussion, based on empirical results. Financial Markets Theory is an advanced book, well-suited for a first graduate course in financial markets, economics or financial mathematics. It is self-contained and introduces topics in a setting accessible to economists and practitioners equipped with a basic mathematical background. For those not acquainted with standard microeconomic theory, the tools needed to follow the analysis are presented early in the book. The approach makes this a vital handbook for practitioners in insurance, banking, investment funds and financial consultancy, as well as an excellent graduate-reference textbook.

Автор: Rammer
Название: Quantum Field Theory of Non-equilibrium States
ISBN: 0521188008 ISBN-13(EAN): 9780521188005
Издательство: Cambridge Academ
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Цена: 66530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This 2007 textbook presents quantum field theoretical applications to systems out of equilibrium, using both the mathematical canonical way of studying non-equilibrium states, and Feynman diagrams. Complete with numerous exercises for self-study, this textbook is suitable for graduate students in statistical mechanics and condensed matter physics.