Introduction to Econophysics: Correlations and Complexity in Finance

Mantegna, Rosario N.; Stanley, H. Eugene

ISBN 10: 0521620082 / ISBN 13: 9780521620086

Editore: Cambridge University Press, 1999

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Dati bibliografici

• Titolo: Introduction to Econophysics: Correlations and Complexity in Finance
• Editore: Cambridge University Press
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 0521620082
• ISBN 13: 9780521620086
• Rilegatura: Rilegato
• Condizione: New

Descrizione articolo

Riassunto

This book on econophysics explores the applications of ideas from physics to financial and economic systems.

Recensione

'... 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