An introduction to econophysics: correlations and complexity in finance
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, UK
Cambridge University Press
2000
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references (pages 137-144) and index 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 |
| Beschreibung: | 1 Online-Ressource (ix, 148 pages) |
| ISBN: | 0511039948 9780511039942 9780511755767 0511755767 9780521620086 0521620082 |
Internformat
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Datensatz im Suchindex
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| any_adam_object | |
| author | Mantegna, Rosario N., (Rosario Nunzio) |
| author_facet | Mantegna, Rosario N., (Rosario Nunzio) |
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| author_sort | Mantegna, Rosario N., (Rosario Nunzio) |
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| bvnumber | BV042969172 |
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| spelling | Mantegna, Rosario N., (Rosario Nunzio) Verfasser aut An introduction to econophysics correlations and complexity in finance Rosario N. Mantegna, H. Eugene Stanley Cambridge, UK Cambridge University Press 2000 1 Online-Ressource (ix, 148 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (pages 137-144) and index 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 Finances / Méthodes statistiques Finances / Modèles mathématiques Physique statistique BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Finance Statistical methods Finance Mathematical models Statistical physics Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Wirtschaftsmathematik (DE-588)4066472-7 gnd rswk-swf Statistische Physik (DE-588)4057000-9 gnd rswk-swf Wirtschaftsmathematik (DE-588)4066472-7 s Statistische Physik (DE-588)4057000-9 s Kapitalmarkttheorie (DE-588)4137411-3 s 1\p DE-604 Finanzmathematik (DE-588)4017195-4 s 2\p DE-604 Stanley, H. Eugene Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=112413 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Mantegna, Rosario N., (Rosario Nunzio) An introduction to econophysics correlations and complexity in finance Finances / Méthodes statistiques Finances / Modèles mathématiques Physique statistique BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Finance Statistical methods Finance Mathematical models Statistical physics Kapitalmarkttheorie (DE-588)4137411-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd Statistische Physik (DE-588)4057000-9 gnd |
| subject_GND | (DE-588)4137411-3 (DE-588)4017195-4 (DE-588)4066472-7 (DE-588)4057000-9 |
| title | An introduction to econophysics correlations and complexity in finance |
| title_auth | An introduction to econophysics correlations and complexity in finance |
| title_exact_search | An introduction to econophysics correlations and complexity in finance |
| title_full | An introduction to econophysics correlations and complexity in finance Rosario N. Mantegna, H. Eugene Stanley |
| title_fullStr | An introduction to econophysics correlations and complexity in finance Rosario N. Mantegna, H. Eugene Stanley |
| title_full_unstemmed | An introduction to econophysics correlations and complexity in finance Rosario N. Mantegna, H. Eugene Stanley |
| title_short | An introduction to econophysics |
| title_sort | an introduction to econophysics correlations and complexity in finance |
| title_sub | correlations and complexity in finance |
| topic | Finances / Méthodes statistiques Finances / Modèles mathématiques Physique statistique BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Wirtschaft Finance Statistical methods Finance Mathematical models Statistical physics Kapitalmarkttheorie (DE-588)4137411-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd Statistische Physik (DE-588)4057000-9 gnd |
| topic_facet | Finances / Méthodes statistiques Finances / Modèles mathématiques Physique statistique BUSINESS & ECONOMICS / Finance Mathematisches Modell Wirtschaft Finance Statistical methods Finance Mathematical models Statistical physics Kapitalmarkttheorie Finanzmathematik Wirtschaftsmathematik Statistische Physik |
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