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An Introduction to Econophysics: Correlations and Complexity in Finance Book

An Introduction to Econophysics: Correlations and Complexity in Finance
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 has a rating of 2.5 stars
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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
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  • An Introduction to Econophysics: Correlations and Complexity in Finance
  • Written by author Rosario N. Mantegna
  • Published by Cambridge University Press, August 2007
  • 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.
  • This book on econophysics explores the applications of ideas from physics to financial and economic systems.
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Book Categories

Authors

Preface
1Introduction1
2Efficient market hypothesis8
3Random walk14
4Levy stochastic processes and limit theorems23
5Scales in financial data34
6Stationarity and time correlation44
7Time correlation in financial time series53
8Stochastic models of price dynamics60
9Scaling and its breakdown68
10ARCH and GARCH processes76
11Financial markets and turbulence88
12Correlation and anticorrelation between stocks98
13Taxonomy of a stock portfolio105
14Options in idealized markets113
15Options in real markets123
App. ANotation guide130
App. BMartingales136
References137
Index145


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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

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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

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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

An Introduction to Econophysics: Correlations and Complexity in Finance

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