Introduction to econophysics: correlations and complexity in finance
Auteur :
Mantegna, Rosario N. / Stanley, H. Eugene
Éditeur :
Cambridge University Press
ISBN :
9780521620086
Date de publication :
13 nov. 1999
Dimensions :
25,5 x 18,2 x 1,9 cm
Poids :
500 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book concerns the use of concepts from statistical physics in the description of financial systems. These concepts are applied to financial time series to gain an understanding of the behaviour of financial markets. The book will be of interest to physicists and economists and professionals in the financial markets.