Home Newsletter
News Books
Welcome to FreeScience.info Language/Lingua

Books 3054
· Book News
· Most clicked
· Least clicked

Search for a Book
Add a new Book

An introduction to econophysics: correlations and complexity in finance

An introduction to econophysics: correlations and complexity in finance
Author: RN Mantegna, HE Stanley
Url: http://www.swarma.org/thesis/program/jake_357.pdf
Format: Pdf
Year: 2000
Category: Econophysics
Pages: 147
Clicks: 1726

This book concerns the use of concepts from statist ical physics in the description of financial systems. Specifically, the authors ill ustrate the scaling concepts used in probability theory, in critical phenomena, and in f ully developed turbulent fluids. These concepts are then applied to financial time s eries to gain new insights into the behavior of financial markets. The authors also pre sent a new stochastic model that displays several of the statistical properties obse rved in empirical data.

Similar Books
Critical Market Crashes
A GuidedWalk DownWall Street: An Introduction to Econophysics
Physics of Econophysics
Is Econophysics a Solid Science?
Title: Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models
A guided walk down Wall Street: an introduction to econophysics

Home |  Authors | About | Contact Us |  Email 
 Copyright © 2002-2013 FreeScience.info. 

Best viewed with Mozilla 1.X 1024x768
free scientific books