An Introduction to Econophysics pdf epub mobi txt 电子书下载 2024

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Rosario N. Mantegna

Cambridge University Press

1999-11-01

162

USD 70.00

Hardcover

9780521620086

图书标签: 金融物理 finance EconoPhysics 金融物理美国意大利学术

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发表于2024-11-23

An Introduction to Econophysics epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

An Introduction to Econophysics pdf epub mobi txt 电子书下载 2024

图书描述

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.

An Introduction to Econophysics 下载 mobi epub pdf txt 电子书