An edition of Introduction to econophysics (1999)

Introduction to econophysics

correlations and complexity in finance

by , , and

Cover of: Introduction to econophysics by Rosario N. Mantegna, Rosario N. Mantegna, H. Eugene Stanley, Rosario N. Mantegna
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Last edited by ImportBot
October 9, 2020 | History
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An edition of Introduction to econophysics (1999)

Introduction to econophysics

correlations and complexity in finance

by , , and

This edition doesn't have a description yet. Can you add one?

Publish Date
Language
English
Pages
148

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Buy this book

Previews available in: English

Subjects

Finance, Statistical methods, Mathematical models, Statistical physics, Econometrics, Non-linear science, Science, Business / Economics / Finance, Science/Mathematics, Applied Sciences, Mathematical Physics, Business & Economics / Finance, Finance--Statistical methods, Science / Physics, Science : Applied Sciences, Science : Mathematical Physics, Physics

Showing 6 featured editions. View all 6 editions?

Edition Availability
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
2010, Cambridge University Press
in English
Libraries near you: WorldCat
Cover of: Introduction to econophysics
Introduction to econophysics: correlations and complexity in finance
2007
in English
  • Not in Library
Libraries near you: WorldCat
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
July 16, 2007, Cambridge University Press
Paperback in English - 1 edition
Libraries near you: WorldCat
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
2005, Cambridge University Press
in English
Libraries near you: WorldCat
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
2000, Cambridge University Press
in English
Libraries near you: WorldCat
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
1999, Cambridge University Press
in English
Libraries near you: WorldCat

Add another edition?

Book Details

Table of Contents

Introduction
Efficient market hypothesis
Random walk
Levy stochastic processes and limit theorems
Scales in financial data
Stationarity and time correlation
Time correlation in financial time series
Stochastic models of price dynamics
Scaling and its breakdown
ARCH and GARCH processes
Financial markets and turbulence
Correlation and anticorrelation between stocks
Taxonomy of a stock portfolio
Options in idealized markets
Options in real markets.

Edition Notes

This digitally printed version 2007.

Includes bibliographical references (p. 137-144) and index.

Published in
Cambridge, UK ; New York :Cambridge University Press

Classifications

Library of Congress
HG176.5 .M365 2000

The Physical Object

Pagination
ix, 148 p. :
Number of pages
148

ID Numbers

Open Library
OL18937400M
Internet Archive
introductiontoec00mant_322
ISBN 13
9780521039871
Library Thing
1524683
Goodreads
1789943

Source records

Internet Archive item record
Better World Books record

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
October 9, 2020 Edited by ImportBot import existing book
August 1, 2020 Edited by ImportBot import existing book
July 1, 2019 Edited by MARC Bot import existing book
August 18, 2010 Edited by IdentifierBot added LibraryThing ID
October 20, 2008 Created by ImportBot Imported from bcl_marc record