An edition of Introduction to econophysics (1999)

Introduction to econophysics

correlations and complexity in finance

Locate

My Reading Lists:

Create a new list



Buy this book

Last edited by ImportBot
March 28, 2025 | History
An edition of Introduction to econophysics (1999)

Introduction to econophysics

correlations and complexity in finance

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

Publish Date
Language
English
Pages
148

Buy this book

Edition Availability
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
2010, Cambridge University Press
in English
Cover of: Introduction to econophysics
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
July 16, 2007, Cambridge University Press
Paperback in English - 1 edition
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
2005, Cambridge University Press
in English
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
2000, Cambridge University Press
in English
Cover of: Introduction to Econophysics
Introduction to Econophysics: Correlations and Complexity in Finance
1999, Cambridge University Press
in English

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

Edition Identifiers

Open Library
OL18937400M
ISBN 13
9780521039871
LibraryThing
1524683
Goodreads
1789943

Work Identifiers

Work ID
OL12581938W

Community Reviews (0)

No community reviews have been submitted for this work.

Lists

History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
March 28, 2025 Edited by ImportBot Redacting ocaids
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
October 20, 2008 Created by ImportBot Imported from bcl_marc record