Introduction to Econophysics: Correlations and Complexity in Finance Book

	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