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Editore: Cambridge University Press, 2007
ISBN 10: 0521039878ISBN 13: 9780521039871
Da: GoldenDragon, Houston, TX, U.S.A.
Libro
Paperback. Condizione: very good. Very Good Copy. Fast Shipment.
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Scopri anche Brossura Prima edizione
Editore: Cambridge University Press, 1999
ISBN 10: 0521620082ISBN 13: 9780521620086
Da: KuleliBooks, Phoenix, AZ, U.S.A.
Libro
Condizione: Good. The book may have minor cosmetic wear (i.e. creased spine/cover, scratches, curled corners, folded pages, minor sunburn, minor water damage, minor bent). The book may have some highlights/notes/underlined pages - Accessories such as CD, codes, toys, may not be included - Safe and Secure Mailer - No Hassle Return.
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Scopri anche Rilegato Prima edizione
Editore: Cambridge University Press, 2000
Da: My Book Heaven, Alameda, CA, U.S.A.
Prima edizione
Near Fine book in a Near Fine dustjacket. First Edition.
Editore: Cambridge University Press (2000), Cambridge, 2000
Da: Expatriate Bookshop of Denmark, Svendborg, Danimarca
orig.wrappers Minor rubbing. An ink mark to bottom page-edge. VG. 23x15cm, ix,148 pp., PAPERBACK. Contents: Efficient market hypothesis; Random walks; Levy stochastic processes and limit theorems; Scales in financial data; Stationarity and time correlation; Stochastic models of price dynamics; Scaling and its breakdown; ARCH and GARCH processes; Financial markets and turbulence; Correlation inside a financial market; Taxonomy of a stock portfolio; Options and derivatives; Black and Scholes in practice. ["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 new 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 behavior 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. " - Publisher's description] Minor rubbing. An ink mark to bottom page-edge. VG.
Editore: Cambridge University Press, 2000
Da: RON RAMSWICK BOOKS, IOBA, CARLSBAD, CA, U.S.A.
Membro dell'associazione: IOBA
Hard Cover. Condizione: Fine. Condizione sovraccoperta: Fine. In recent years there has been a reciprocal interest between physicists and economists in finding common research approaches. This interest has been mainly triggered by the large amount of carefully recorded economic data now easily available, and by the emergence in physics of new results and paradigms in the study of critical phenomena, disordered systems and nonlinear dynamical systems. This book introduces the concepts and methods that are emerging from this renewed activity, in a straightforward direct style designed to appeal to individuals with either a science or economics background. As new in dust jacket.
Editore: Springer Nature B.V., 2023
ISBN 10: 3031211286ISBN 13: 9783031211287
Da: PBShop.store US, Wood Dale, IL, U.S.A.
Libro Print on Demand
PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Editore: Springer Nature B.V., 2023
ISBN 10: 3031211324ISBN 13: 9783031211324
Da: PBShop.store US, Wood Dale, IL, U.S.A.
Libro Print on Demand
PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Editore: Cambridge University Press (2004), Cambridge, 2004
Da: Expatriate Bookshop of Denmark, Svendborg, Danimarca
Condizione: Minor rubbing. VG. 4th printing. orig.boards Minor rubbing. VG. Textual graphs. 25x17cm, ix,148 pp Contents: Efficient market hypothesis; Random walks; Levy stochastic processes and limit theorems; Scales in financial data; Stationarity and time correlation; Stochastic models of price dynamics; Scaling and its breakdown; ARCH and GARCH processes; Financial markets and turbulence; Correlation inside a financial market; Taxonomy of a stock portfolio; Options and derivatives; Black and Scholes in practice. ["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 new 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 behavior 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. " - Publisher's description].
ISBN 10: 7519200175ISBN 13: 9787519200176
Da: liu xing, Nanjing JiangSu, JS, Cina
Libro
paperback. Condizione: New. Paperback. Pub Date: 2016-01-01 Pages: 148 Language: English Publisher: world book publishing company in the introduction to the physics of economic financial relevance and complexity (English version) focus on the description of the financial system used in the economic concept of physics.In particular. the author illustrates the theory of probability. the concept of scale in critical phenomenon and fully developed turbulence.
Da: Librairie Chat, Beijing, Cina
Condizione: Fine. The book is in fine condition.
Da: Librairie Chat, Beijing, Cina
Condizione: Fine. The book is in fine condition.
Editore: Springer, 2023
ISBN 10: 303121126XISBN 13: 9783031211263
Da: booksXpress, Bayonne, NJ, U.S.A.
Libro
Hardcover. Condizione: new.
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Editore: Springer, Berlin|Springer International Publishing|Springer, 2023
ISBN 10: 3031211308ISBN 13: 9783031211300
Da: moluna, Greven, Germania
Libro Print on Demand
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book highlights cutting-edge research in the field of network science, offering scientists, researchers, students and practitioners a unique update on the latest advances in theory and a multitude of applications. It presents the peer-reviewed proce.
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Editore: Springer, Berlin|Springer International Publishing|Springer, 2024
ISBN 10: 3031211294ISBN 13: 9783031211294
Da: moluna, Greven, Germania
Libro Print on Demand
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book highlights cutting-edge research in the field of network science, offering scientists, researchers, students, and practitioners a unique update on the latest advances in theory and a multitude of applications. It presents the peer-reviewed proc.
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Scopri anche Prima edizione
Editore: Springer, Berlin|Springer International Publishing|Springer, 2024
ISBN 10: 3031211332ISBN 13: 9783031211331
Da: moluna, Greven, Germania
Libro Print on Demand
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book highlights cutting-edge research in the field of network science, offering scientists, researchers, students and practitioners a unique update on the latest advances in theory and a multitude of applications. It presents the peer-reviewed proce.
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Nuovo - A partire da EUR 338,10