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Introduction to Econophysics :Correl...

Ebooks Corporation.

Introduction to Econophysics :Correlations and Complexity in Finance.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Introduction to Econophysics :
Reminder of title:	Correlations and Complexity in Finance.
Author:	Mantegna, Rosario N.
other author:	Stanley, H. Eugene.
Published:	Cambridge :Cambridge University Press,1999.
Description:	162 p.
Subject:	Finance.; Statistical physics.
Online resource:	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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245 1 0 $a Introduction to Econophysics : $b Correlations and Complexity in Finance. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 1999.
300 $a 162 p.
505 0 $a 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
505 8 $a Appendix B: MartingalesReferences; Index
520 $a 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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Finance.; Statistical physics. $3 322931
655 7 $a Electronic books. $2 local. $3 214472
700 1 $a Stanley, H. Eugene. $3 322929
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