This book on econophysics explores the applications of ideas from physics to financial and economic systems.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
'... they have been remarkably successful in presenting a clear and concise introductory summary of a large body of work on the statistical properties of stock prices.' Burton Malkiel, Journal of Economic Literature
'Clearly and concisely written, this book provides an excellent introduction to the problem of understanding the empirical statistical properties of prices.' Doyne Farmer, Prediction Company, Santa Fe and the Santa Fe Institute
'I feel the book is a useful introduction to the empirical aspects of econophysics.' Blake LeBaron, Nature
'The authors are leading researchers in the field, and were well-regarded statistical physicists before that ... the book seems aimed the other way, at physicists interested in economics, and for them it would make a good introduction to finance. The writing is clear and friendly, the production values high and the guides to further reading excellent. They will find it well worth their time and money.' Cosma Shalizi, Institute of Physics
This book concerns the use of concepts from statistical physics in the description of financial systems. These concepts are applied to financial time series to gain an understanding of the behaviour of financial markets. The book will be of interest to physicists and economists and professionals in the financial markets.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: BooksRun, Philadelphia, PA, U.S.A.
Paperback. Condizione: Very Good. 1. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Codice articolo 0521039878-11-1
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Da: HPB-Red, Dallas, TX, U.S.A.
Paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_450142458
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Da: Coas Books, Las Cruces, NM, U.S.A.
Condizione: acceptable. Item has staining. Cover is worn. Paperback. Codice articolo 55GSJ1001LFD_ns
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Da: Books From California, Simi Valley, CA, U.S.A.
paperback. Condizione: Very Good. Codice articolo mon0004142353
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Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 5221267-n
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Da: Rarewaves.com USA, London, LONDO, Regno Unito
Paperback. Condizione: New. This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems. Codice articolo LU-9780521039871
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Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: As New. Unread book in perfect condition. Codice articolo 5221267
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Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9780521039871
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Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In English. Codice articolo ria9780521039871_new
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
Condizione: New. Codice articolo 5221267-n
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