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Introduction to Econophysics : Correlations and Complexity in Finance.
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 t...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
1999.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Mantegna, Rosario N. | |
| 245 | 1 | 0 | |a Introduction to Econophysics : |b Correlations and Complexity in Finance. |
| 260 | |a Cambridge : |b Cambridge University Press, |c 1999. | ||
| 300 | |a 1 online resource (162 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 505 | 0 | |a Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Lévy 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. | ||
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Finance |x Statistical methods. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Statistical physics. | |
| 650 | 6 | |a Finances. | |
| 650 | 6 | |a Finances |x Méthodes statistiques. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Physique statistique. | |
| 650 | 7 | |a finance. |2 aat | |
| 650 | 7 | |a Finance |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Finance |x Statistical methods |2 fast | |
| 650 | 7 | |a Statistical physics |2 fast | |
| 700 | 1 | |a Stanley, H. Eugene. | |
| 776 | 1 | |z 9780521620086 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=201644 |z Texto completo |
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