Empirical Science of Financial Fluctuations - The Advent of Econophysics (Hardcover, 2002 ed.)

Financial fluctuations were generally neglected in classical ecnomics and their basic statistical properties have only recently been elucidated in the emerging field of econophysics, a new science that analyzes data using methods developed by statistical physics, such as chaos, fractals, and phase transitions. This volume is the proceedings of a workshop at which leading international researchers in this discipline discussed their most recent results and examined the validity of the empirical laws of econophysics. Topics include stock market prices and foreign exchange rates, income distribution, market anomalies, and risk management. The papers herein relate econophysics to other models, present new models, and illustrate the mechanisms by which financial fluctuations occur using actual financial data. Containing the most recent econophysics results, this volume will serve as an indispensable reference for economic theorists and practitioners alike.

General

Imprint:	Springer Verlag,Japan
Country of origin:	Japan
Release date:	December 2001
First published:	December 2001
Editors:	Hideki Takayasu
Dimensions:	216 x 140 x 19mm (L x W x T)
Format:	Hardcover
Pages:	352
Edition:	2002 ed.
ISBN-13:	978-4-431-70316-7
Categories:	Books > Business & Economics > Economics > Economic theory & philosophy Books > Business & Economics > Finance & accounting > Finance > General Books > Money & Finance > General
LSN:	4-431-70316-0
Barcode:	9784431703167

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