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The Stock Market and Finance From a Physicist's Viewpoint

M.F. Osborne

posted on 01 June 1999

reviewed by Alexander Adamchuk


From the Back Cover


During my 40 years career in investments, I have had
contact with many of the greats in investments and the real world, ranging
from the Nobel Prize winner to the Sultan of Speculation. None can compare in
creativity and insights to M.F.M. Osborne. He is a true genius of
investments... He will be recognized someday as the Pasteur of our field... I
still feel the thrill of his insights... -Victor Niederhoffer.



From the Preface



In the fall of 1972 the author was a visiting lecturer in the graduate school
of business administration at the University of California in Berkeley,
teaching two courses labeled "Security Markets and investment Policies," and
"Seminar on investments."



Contents




Vol. I: MARKET MAKING AND RANDOM WALKS IN SECURITY DATA

Foreward

Preface

Introduction

Market Making

Random Walks



Vol. II
STATISTICAL METHODS AND SEQUENTAL ANALYSIS OF STOCK MARKET

DATA

Preface to Volume II

Measurement and Methods of Statistical Analysis
Statistics of Sequental Data. Power Spectra



FIGURES

TABLES

PROBLEMS

Total 381 pp. of good physics analysis.





general





  • There are some good words about Osborne in the book by Victor Niederhoffer


    "The Education of a Speculator"


    Paperback - 444 pages (February 1998)

    John Wiley & Sons; ISBN: 0471249483


  • The Log-normal model was suggested in the paper
    Osborne, M.F.M., - Brownian Motion in the Stock Market," Operations Research,
    Vol. 7, 1959, pp. 145-73


order



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Crossgar Press

2116 West Lake of the Isles Parkway, Minneapolis, MN 55405

Tel. 612-867-5837

Fax 612-822-5813

The Stock Market and Finance From a Physicist's Viewpoint

ISBN 0-9646292-0-8

Price $19.95