Introduction to Econophysics

Released on by Rosario N. Mantegna
preview-18

  • Introduction to Econophysics Book Detail

  • Author : Rosario N. Mantegna
  • Release Date : 1999-11-13
  • Publisher : Cambridge University Press
  • Genre : Business & Economics
  • Pages : 164
  • ISBN 13 : 1139431226
  • File Size : 41,41 MB
DOWNLOAD BOOK

Introduction to Econophysics by Rosario N. Mantegna PDF Summary

Book Description: This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.

Disclaimer: www.yourbookbest.com does not own Introduction to Econophysics books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Introduction to Econophysics

Introduction to Econophysics

File Size : 48,48 MB
Total View : 8934 Views
DOWNLOAD

This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in pro

Econophysics

Econophysics

File Size : 55,55 MB
Total View : 2816 Views
DOWNLOAD

Filling the gap for an up-to-date textbook in this relatively new interdisciplinary research field, this volume provides readers with a thorough and comprehensi

Econophysics

Econophysics

File Size : 42,42 MB
Total View : 615 Views
DOWNLOAD

The remarkable evolution of econophysics research has brought the deep synthesis of ideas derived from economics and physics to subjects as diverse as education

Essentials of Econophysics Modelling

Essentials of Econophysics Modelling

File Size : 30,30 MB
Total View : 4904 Views
DOWNLOAD

This book is a course in methods and models rooted in physics and used in modelling economic and social phenomena. It covers the discipline of econophysics, whi