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Introduction to Econophysics :Correl...
~
Ebooks Corporation.
Introduction to Econophysics :Correlations and Complexity in Finance.
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Introduction to Econophysics :
其他題名:
Correlations and Complexity in Finance.
作者:
Mantegna, Rosario N.
其他作者:
Stanley, H. Eugene.
出版者:
Cambridge :Cambridge University Press,1999.
面頁冊數:
162 p.
標題:
Finance.; Statistical physics.
電子資源:
Click here to view book
ISBN:
9780511755767 (electronic bk.)
Introduction to Econophysics :Correlations and Complexity in Finance.
Mantegna, Rosario N.
Introduction to Econophysics :
Correlations and Complexity in Finance.[electronic resource]. - Cambridge :Cambridge University Press,1999. - 162 p.
Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Levy stochastic processes and limit theorems; 5 Scales in financial data; 6 Stationarity and time correlation; 7 Time correlation in financial time series; 8 Stochastic models of price dynamics; 9 Scaling and its breakdown; 10 ARCH and GARCH processes; 11 Financial markets and turbulence; 12 Correlation and anticorrelation between stocks; 13 Taxonomy of a stock portfolio; 14 Options in idealized markets; 15 Options in real markets; Appendix A: Notation guide
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 behavior of financial markets. The book will be of interest to physicists and economists and professionals in the financial markets.
Electronic reproduction.
Available via World Wide Web.
Mode of access: World Wide Web.
ISBN: 9780511755767 (electronic bk.)Subjects--Topical Terms:
322931
Finance.; Statistical physics.
Index Terms--Genre/Form:
214472
Electronic books.
LC Class. No.: HG176.5 .M365 2000eb
Dewey Class. No.: 332.015195
Introduction to Econophysics :Correlations and Complexity in Finance.
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http://dx.doi.org/10.1017/CBO9780511755767
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