Basic Information on Capital Markets.- Random Walks in Finance and Physics.- The Black-Scholes Theory of Option Prices.- Scaling in Financial Data and in Physics.- Turbulence and Foreign Exchange Markets.- Derivative Pricing Beyond Black—Scholes.- Microscopic Market Models.- Theory of Stock Exchange Crashes.- Risk Management.- Economic and Regulatory Capital for Financial Institutions.

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From the reviews of the third edition: "An excellent job of integrating many of the most important themes from econophysics in a relatively small volume. ! The book serves its purpose, as a textbook on econophysics, superbly and one can tell that it developed from a course of lectures. The book is written with extreme clarity and an excellent pedagogical style. For philosophers who wish to acquaint themselves with the field of econophysics (beyond a superficial level), this is the book to invest in." (Dean Rickles, Studies in History and Philosophy of Modern Physics, Vol. 38, 2007)

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