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Book Categories |
Preface | ||
1 | Introduction | 1 |
2 | Efficient market hypothesis | 8 |
3 | Random walk | 14 |
4 | Levy stochastic processes and limit theorems | 23 |
5 | Scales in financial data | 34 |
6 | Stationarity and time correlation | 44 |
7 | Time correlation in financial time series | 53 |
8 | Stochastic models of price dynamics | 60 |
9 | Scaling and its breakdown | 68 |
10 | ARCH and GARCH processes | 76 |
11 | Financial markets and turbulence | 88 |
12 | Correlation and anticorrelation between stocks | 98 |
13 | Taxonomy of a stock portfolio | 105 |
14 | Options in idealized markets | 113 |
15 | Options in real markets | 123 |
App. A | Notation guide | 130 |
App. B | Martingales | 136 |
References | 137 | |
Index | 145 |
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Add An Introduction to Econophysics: Correlations and Complexity in Finance, This book concerns the use of concepts from statistical physics in the description of financial systems. Specifically, the authors illustrate the scaling concepts used in probability theory, in critical phenomena, and in fully developed turbulent fluids. , An Introduction to Econophysics: Correlations and Complexity in Finance to the inventory that you are selling on WonderClubX
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Add An Introduction to Econophysics: Correlations and Complexity in Finance, This book concerns the use of concepts from statistical physics in the description of financial systems. Specifically, the authors illustrate the scaling concepts used in probability theory, in critical phenomena, and in fully developed turbulent fluids. , An Introduction to Econophysics: Correlations and Complexity in Finance to your collection on WonderClub |