Pivot point (technical analysis) - Wikipedia

Forming the core of Voit's treatment are the concepts of random walks, scaling of data, and risk control. Voit discusses the underlying assumptions using empirical financial data and analogies to physical models such as fluid flows and turbulence.

He formulates theories of derivative pricing and risk control, and shows how computer simulations of markets provide insights into price fluctuations and how crashes are modelled in ways analogous to phase transitions. This corrected edition has been updated with several new and significant developments, e.

Normal Probability Distributions

The Statistical Mechanics of Financial Markets. Basic Information on Capital Markets. Random Walks in Finance and Physics.

A Financial Bestiary - Ramin Charles Nakisa - Google Livres

The BlackScholes Theory of Option Prices. Scaling in Financial Data and in Physics.

Turbulence and Foreign Exchange Markets. Risk Control and Derivative Pricing.

Microscopic Market Models Theory of Stock Exchange Crashes. The success of the book highlights the interest It takes a look at the year-long history of co-operation between the two fields and goes on to provide The Statistical Mechanics of Financial Markets Theoretical and Mathematical Physics.