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Introduction to Econophysics - Correlations and Complexity in Finance (Paperback) Loot Price: R1,276
Discovery Miles 12 760
Introduction to Econophysics - Correlations and Complexity in Finance (Paperback): Rosario N. Mantegna, H. Eugene Stanley

Introduction to Econophysics - Correlations and Complexity in Finance (Paperback)

Rosario N. Mantegna, H. Eugene Stanley

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Loot Price R1,276 Discovery Miles 12 760 | Repayment Terms: R120 pm x 12*

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Release date: July 2007
First published: 2000
Authors: Rosario N. Mantegna • H. Eugene Stanley
Dimensions: 244 x 170 x 9mm (L x W x T)
Format: Paperback - Trade
Pages: 164
ISBN-13: 978-0-521-03987-1
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science
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LSN: 0-521-03987-8
Barcode: 9780521039871

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