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Synopsis
This book on econophysics explores the applications of ideas from physics to financial and economic systems.
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Product Description
Introduction to Econophysics This book on econophysics explores the applications of ideas from physics to financial and economic systems.
Review
'... 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
'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
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Introduction to Econophysics: Correlations and Complexity in Finance
Published by
Cambridge University Press, 1999
ISBN 10: 0521620082
ISBN 13: 9780521620086
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Introduction to Econophysics: Correlations and Complexity in Finance
Published by
Cambridge University Press, 1999
ISBN 10: 0521620082
ISBN 13: 9780521620086
Used
Hardcover
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Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.08. Seller Inventory # G0521620082I4N00
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Introduction to Econophysics : Correlations and Complexity in Finance
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Cambridge University Press, 2010
ISBN 10: 0521620082
ISBN 13: 9780521620086
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Introduction to Econophysics : Correlations and Complexity in Finance
Published by
Cambridge University Press, 2010
ISBN 10: 0521620082
ISBN 13: 9780521620086
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Hardcover
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Introduction to Econophysics: Correlations and Complexity in Finance
Published by
Cambridge University Pr., 1999
ISBN 10: 0521620082
ISBN 13: 9780521620086
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hardcover. Condition: Gut. 162 Seiten; 9780521620086.3 Gewicht in Gramm: 1. Seller Inventory # 819217
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INTRODUCTION to ECONOPHYSICS: CORRELATIONS and COMPLEXITY in FINANCE *
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Cambridge University Press, New York And Other Locations * * * * *, 2004
ISBN 10: 0521620082
ISBN 13: 9780521620086
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Hardcover. Condition: Fine. Dust Jacket Condition: Near Fine. Fine/As New/, 2004 (illustrator). 1st Edition. Book: Fine/As New/, $60.77 0521620082 INTRODUCTION to ECONOPHYSICS: CORRELATIONS and COMPLEXITY in FINANCE * MANTEGNA, Rosario N.; STANLEY, H. Eugene Cambridge University Press 2004 1sT Edition, 4tH Printing New York And Other Locations * * * * * D/j + H/c. Glossy Purple Top With A Blue Band And 0ff~White Bottom Spine And Title In 0ff~White, Yellow And Black Letters, Dust Jacket: Near Fine/, Shelf, Edge And Corner Wear. Hard Cover Book: Fine/As New/, Slightest Shelf, Edge And Corner Wear. 148 Numbered Pages That Are Printed On 0ff~White Paper In Fine/As New/ Condition, Clean And Tight To The Spine. D/j: None. = No Odors, No Writing, No Names, No Rippling, Not Stuck Together, No Book Plate, Not X~Library, No Remainder Or Other Marks. This Item Will Be Sent In A = Mailing B0X = To Prevent Shipping Damage So That It Will Arrive In The Description Described. Description Applies To This B00K, Only. = This B00K Is Hard To Find, Will Be Packaged And Shipped Carefully, = To Avoid Shipping Damage And Will Make It, An Excellent Addition To Your Own Personal Library Collection, Or As A Gift, For The Discriminating Reader / Collector. = WORLD WIDE SHIPPING, AVAILABLE *. Seller Inventory # 016469
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Introduction to Econophysics: Correlations and Complexity in Finance
Published by
Cambridge University Press, 1999
ISBN 10: 0521620082
ISBN 13: 9780521620086
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Introduction to Econophysics: Correlations and Complexity in Finance
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Cambridge University Press, 1999
ISBN 10: 0521620082
ISBN 13: 9780521620086
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Introduction to Econophysics: Correlations and Complexity in Finance
Published by
Cambridge University Press, 1999
ISBN 10: 0521620082
ISBN 13: 9780521620086
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Introduction to Econophysics (Hardcover)
Published by
Cambridge University Press, Cambridge, 1999
ISBN 10: 0521620082
ISBN 13: 9780521620086
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Hardcover. Condition: new. Hardcover. 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. These concepts are applied to financial time series to gain an understanding of the behaviour of financial markets. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521620086
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