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Introduction to Econophysics : = Cor...

Mantegna, Rosario N.

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Introduction to Econophysics : = Correlations and Complexity in Finance.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Introduction to Econophysics :/
其他題名:	Correlations and Complexity in Finance.
作者:	Mantegna, Rosario N.
其他作者:	Stanley, H. Eugene.
出版者:	Cambridge :Cambridge University Press, : 1999.,
面頁冊數:	162 p.
內容註:	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
內容註:	Appendix B: MartingalesReferences; Index
標題:	Finance.; Statistical physics. -
電子資源:	http://dx.doi.org/10.1017/CBO9780511755767Click 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:

1898527
Finance.; Statistical physics.
Index Terms--Genre/Form:

542853
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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505 8 $a Appendix B: MartingalesReferences; Index
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