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An introduction to econophysics : = correlations and complexity in finance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	An introduction to econophysics :/ Rosario N. Mantegna, H. Eugene Stanley.
其他題名:	correlations and complexity in finance /
作者:	Mantegna, Rosario N.
其他作者:	Stanley, H. Eugene
面頁冊數:	1 online resource (ix, 148 pages) :digital, PDF file(s). :
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Finance - Mathematical models. -
電子資源:	https://doi.org/10.1017/CBO9780511755767
ISBN:	9780511755767 (ebook)

An introduction to econophysics : = correlations and complexity in finance /
Mantegna, Rosario N.1960-

An introduction to econophysics :correlations and complexity in finance /Rosario N. Mantegna, H. Eugene Stanley. - 1 online resource (ix, 148 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511755767 (ebook)Subjects--Topical Terms:

557653
Finance
--Mathematical models.

LC Class. No.: HG176.5 / .M365 2000

Dewey Class. No.: 332/.01/5195

An introduction to econophysics : = correlations and complexity in finance /
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