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Introduction to Econophysics Correlations and Complexity in Finance Paperback
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Ubicado en: Phoenix, Arizona, Estados Unidos
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N.º de artículo de eBay:177483336624
Características del artículo
- Estado
- En buen estado
- Notas del vendedor
- “Good condition with minimal wear, Please use pictures for reference”
- Series
- Econophysics
- Custom Bundle
- No
- Educational Level
- Adult & Further Education, Vocational School
- Personalized
- No
- Level
- Technical, Business, Proficiency, Advanced, Intermediate, Beginner
- Features
- Illustrated
- Country/Region of Manufacture
- United Kingdom
- California Prop 65 Warning
- N/A
- ISBN
- 9780521039871
Acerca de este producto
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
0521039878
ISBN-13
9780521039871
eBay Product ID (ePID)
60746760
Product Key Features
Number of Pages
164 Pages
Language
English
Publication Name
Introduction to Econophysics : Correlations and Complexity in Finance
Publication Year
2007
Subject
Finance / General, Statistics
Type
Textbook
Subject Area
Business & Economics
Format
Trade Paperback
Dimensions
Item Height
0.3 in
Item Weight
9.7 Oz
Item Length
9.6 in
Item Width
6.6 in
Additional Product Features
Intended Audience
Scholarly & Professional
Reviews
'I feel the book is a useful introduction to the empirical aspects of econophysics.' Blake LeBaron, Nature, "[A] clear summary of many of the statistical properties of stock prices ... will prove useful to reseachers in several disciplines." /s Journal of Economic Literature, "This book is beneficial to both the financial economicist and the physicist...An Itroduction to Econopysics Correlations and Complexity in Finance provides a valuable picture of the relationship between physics and financial economics." Discrefe Dynamics in NAture and Society 2001 vol.6, 'I feel the book is a useful introduction to the empirical aspects of econophysics.'Blake LeBaron, Nature, 'The authors are leading researchers in the field, and were well-regarded statistical physicists before that ... the book seems aimed the other way, at physicists interested in economics, and for them it would make a good introduction to finance. The writing is clear and friendly, the production values high and the guides to further reading excellent. They will find it well worth their time and money.'Cosma Shalizi, Institute of Physics, '... they have been remarkably successful in presenting a clear and concise introductory summary of a large body of work on the statistical properties of stock prices.'Burton Malkiel, Journal of Economic Literature, '... they have been remarkably successful in presenting a clear and concise introductory summary of a large body of work on the statistical properties of stock prices.' Burton Malkiel, Journal of Economic Literature, 'Clearly and concisely written, this book provides an excellent introduction to the problem of understanding the empirical statistical properties of prices.' Doyne Farmer, Prediction Company, Santa Fe and the Santa Fe Institute, '… they have been remarkably successful in presenting a clear and concise introductory summary of a large body of work on the statistical properties of stock prices.'Burton Malkiel, Journal of Economic Literature, 'The authors are leading researchers in the field, and were well-regarded statistical physicists before that ... the book seems aimed the other way, at physicists interested in economics, and for them it would make a good introduction to finance. The writing is clear and friendly, the production values high and the guides to further reading excellent. They will find it well worth their time and money.' Cosma Shalizi, Institute of Physics
TitleLeading
An
Dewey Edition
21
Illustrated
Yes
Dewey Decimal
332.015195
Table Of Content
Preface; 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 anti-correlation between stocks; 13. Taxonomy of a stock portfolio; 14. Options in idealized markets; 15. Options in real markets; Appendix A: notation guide; Appendix B: martingales; References; Index.
Synopsis
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. This pioneering text explores the use of these concepts in the description of financial systems, the dynamic new specialty of econophysics. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully-developed turbulent fluids and apply them to financial time series. They also present a new stochastic model that displays several of the statistical properties observed in empirical data. Physicists will find the application of statistical physics concepts to economic systems fascinating. Economists and other financial professionals will benefit from the book's empirical analysis methods and well-formulated theoretical tools that will allow them to describe systems composed of a huge number of interacting subsystems., 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., 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 behaviour of financial markets. The book will be of interest to physicists and economists and professionals in the financial markets.
LC Classification Number
HG176.5 .M365 2000
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RODRVR
99,8% de votos positivos•6,9 mil artículos vendidos
Registrado como vendedor particularPor tanto, no se aplican los derechos de los consumidores derivados de las leyes de protección de los consumidores de la UE. La Garantía al cliente de eBay sigue aplicando a la mayoría de compras. Más informaciónMás información
Votos de vendedor (2.129)
- e***0 (74)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaThis is a great seller! My books arrived promptly and were carefully packaged with plenty of space cushions in a sturdy cardboard box. Books were in excellent condition beating all expectations! I have contacted seller prior to sale with the question and received an immediate, courteous and satisfactory reply. I would recommend this seller for all of the above reasons and great price of the books I've received.Respuesta de rods_shelf- Votos a los que ha respondido el vendedor rods_shelf.- Votos a los que ha respondido el vendedor rods_shelf.We hope to do business with you again soon. Thank you so much and we hope you enjoy the books!
- l***7 (24)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaGreat seller to work with. Communicative, friendly, helpful. Shipped fast and the packaging secure. Item was as described and in great condition for a great value.Harman Kardon Onyx Studio Bluetooth Wireless Speaker Black Used Tested (#177131866185)
- -***l (13)- Votos emitidos por el comprador.Mes pasadoCompra verificadaA huge thank you to the seller of this Bible! My sister has the same Bible and she had good things to say about it. I was elated when I found a used one on eBay. The seller did an awesome job of wrapping the Bible up for shipping. The seller shipped the item the very next day. The Bible is in awesome shape and I am over the moon to have it! Today more than ever people need to hear gods word. I can’t thank the seller enough for taking my offer on the bible. God bless the seller!