Introduction to Econophysics: Correlations and Complexity in Finance
Mantegna, Rosario N.
ISBN 10: 0521039878 ISBN 13: 9780521039871
Editore: Cambridge University Press, 2007
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Special order direct from the distributor. Codice articolo ING9780521039871
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
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Dati bibliografici
Titolo: Introduction to Econophysics: Correlations ...
Casa editrice: Cambridge University Press
Data di pubblicazione: 2007
Legatura: Paperback
Condizione: New
Edizione: 1st Edition.
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Introduction to Econophysics (Paperback)
Editore:
Cambridge University Press, Cambridge, 2007
ISBN 10: 0521039878
ISBN 13: 9780521039871
Nuovo
Paperback
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Da: CitiRetail, Stevenage, Regno Unito
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Paperback. Condizione: new. Paperback. 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9780521039871
Quantità: 1 disponibili
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Introduction to Econophysics (Paperback)
Editore:
Cambridge University Press, Cambridge, 2007
ISBN 10: 0521039878
ISBN 13: 9780521039871
Nuovo
Paperback
Prima edizione
Da: Grand Eagle Retail, Fairfield, OH, U.S.A.
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: new. Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780521039871
Quantità: 1 disponibili
Foto dell'editore
Introduction to Econophysics (Paperback)
Editore:
Cambridge University Press, Cambridge, 2007
ISBN 10: 0521039878
ISBN 13: 9780521039871
Nuovo
Paperback
Prima edizione
Da: AussieBookSeller, Truganina, VIC, Australia
Valutazione del venditore 3 su 5 stelle
Paperback. Condizione: new. Paperback. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9780521039871
Quantità: 1 disponibili