東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Introduction to Econophysics : = Cor...

Mantegna, Rosario N.

Linked to FindBook

Google Book

Amazon

博客來

Introduction to Econophysics : = Correlations and Complexity in Finance.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Introduction to Econophysics :/
Reminder of title:	Correlations and Complexity in Finance.
Author:	Mantegna, Rosario N.
other author:	Stanley, H. Eugene.
Published:	Cambridge :Cambridge University Press, : 1999.,
Description:	162 p.
[NT 15003449]:	Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Levy stochastic processes and limit theorems; 5 Scales in financial data; 6 Stationarity and time correlation; 7 Time correlation in financial time series; 8 Stochastic models of price dynamics; 9 Scaling and its breakdown; 10 ARCH and GARCH processes; 11 Financial markets and turbulence; 12 Correlation and anticorrelation between stocks; 13 Taxonomy of a stock portfolio; 14 Options in idealized markets; 15 Options in real markets; Appendix A: Notation guide
[NT 15003449]:	Appendix B: MartingalesReferences; Index
Subject:	Finance.; Statistical physics. -
Online resource:	http://dx.doi.org/10.1017/CBO9780511755767Click here to view book
ISBN:	9780511755767 (electronic bk.)

Introduction to Econophysics : = Correlations and Complexity in Finance.
Mantegna, Rosario N.

Introduction to Econophysics :Correlations and Complexity in Finance.[electronic resource]. - Cambridge :Cambridge University Press,1999. - 162 p.

Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Levy stochastic processes and limit theorems; 5 Scales in financial data; 6 Stationarity and time correlation; 7 Time correlation in financial time series; 8 Stochastic models of price dynamics; 9 Scaling and its breakdown; 10 ARCH and GARCH processes; 11 Financial markets and turbulence; 12 Correlation and anticorrelation between stocks; 13 Taxonomy of a stock portfolio; 14 Options in idealized markets; 15 Options in real markets; Appendix A: Notation guide

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 behavior of financial markets. The book will be of interest to physicists and economists and professionals in the financial markets.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511755767 (electronic bk.)Subjects--Topical Terms:

1898527
Finance.; Statistical physics.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG176.5 .M365 2000eb

Dewey Class. No.: 332.015195

Introduction to Econophysics : = Correlations and Complexity in Finance.
LDR:01898nmm a22003013u 4500 001 1809122
003 AU-PeEL
005 20090601202837.0
006 m d
007 cr mn---------
008 231221t1999 ||| s |||||||eng|d
020 $a 9780511755767 (electronic bk.)
020 $a 9780521620086 (print)
035 $a EBL201644
035 $a EBL201644
035 $a 1809122
040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a HG176.5 .M365 2000eb
082 0 0 $a 332.015195 $a 332/.01/5195
100 1 $a Mantegna, Rosario N. $3 1898525
245 1 0 $a Introduction to Econophysics : $b Correlations and Complexity in Finance. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 1999.
300 $a 162 p.
505 0 $a Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Levy stochastic processes and limit theorems; 5 Scales in financial data; 6 Stationarity and time correlation; 7 Time correlation in financial time series; 8 Stochastic models of price dynamics; 9 Scaling and its breakdown; 10 ARCH and GARCH processes; 11 Financial markets and turbulence; 12 Correlation and anticorrelation between stocks; 13 Taxonomy of a stock portfolio; 14 Options in idealized markets; 15 Options in real markets; Appendix A: Notation guide
505 8 $a Appendix B: MartingalesReferences; Index
520 $a 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 behavior of financial markets. The book will be of interest to physicists and economists and professionals in the financial markets.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Finance.; Statistical physics. $3 1898527
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Stanley, H. Eugene. $3 1898526
710 2 $a Ebooks Corporation. $3 1314793
776 1 $z 9780521620086
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511755767