Econophysics and financial economics: an emerging dialogue
" Econophysics and Financial Economics provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Jovanovic and Schinckus move beyond disciplinary frontiers to initiate the development of a common...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York
Oxford University Press
[2017]
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Inhaltsverzeichnis |
| Zusammenfassung: | " Econophysics and Financial Economics provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Jovanovic and Schinckus move beyond disciplinary frontiers to initiate the development of a common theoretical framework that makes sense for both traditionally trained financial economists and econophysicists. The major issues that limit and obstruct collaboration between the two fields are analyzed in detail. The book explains the theoretical and methodological foundations of these two fields in an accessible vocabulary providing the first extensive analytic comparison between models and results from both fields. By mixing conceptual, historical, theoretical and formal arguments and analysis, the book details the recent results in econophysics that bring it closer to financial economics. Beyond the clarifying the current situation of two camps, this book also proposes a generic model compatible with the two fields that in turn helps define minimal conditions for common models. It also identifies what remains to be done for econophysicists to contribute significantly to financial economics. Finally, this book provides a research agenda for a more fruitful collaboration between econophysicists and financial economists, creating new research opportunities. Econophysics and Financial Economics is an important step in creating a profitable dialogue between financial economists and econophysicists. It does so by identifying a common theoretical framework allowing the creation of more efficient models for the financial industry. "... "This book moves beyond the disciplinary frontiers in order to initiate the development of a common theoretical framework that makes sense for both traditionally trained financial economists and econophysicists. Unlike other publications dedicated to econophysics, this book is written by two financial economists and it situates econophysics in the evolution of financial economics. The major issues that concern the collaboration between the two fields are analyzed in detail. More specifically, this book explains the theoretical and methodological foundations of these two fields in an accessible vocabulary providing the first extensive analytic comparison between models and results from both fields. The book also identifies the major conceptual gate-keepers that complicate dialogue between the two communities while it provides elements to overcome them. By mixing conceptual, historical, theoretical and formal arguments our analysis bridges the current deaf dialogue between financial economists and econophysicists. This book details the recent results in econophysics that bring it closer to financial economics. So doing, it identifies what remains to be done for econophysicists to contribute significantly to financial economics. Beyond the clarification of the current situation, this book also proposes a generic model compatible with the two fields, defining minimal conditions for common models. Finally, this book provides a research agenda for a more fruitful collaboration between econophysicists and financial economists, creating new research opportunities. In this perspective, it lays the foundations for common theoretical framework and models"... |
| Beschreibung: | xiv, 230 Seiten Illustrationen, Diagramme |
| ISBN: | 9780190205034 |
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| 520 | |a " Econophysics and Financial Economics provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Jovanovic and Schinckus move beyond disciplinary frontiers to initiate the development of a common theoretical framework that makes sense for both traditionally trained financial economists and econophysicists. The major issues that limit and obstruct collaboration between the two fields are analyzed in detail. The book explains the theoretical and methodological foundations of these two fields in an accessible vocabulary providing the first extensive analytic comparison between models and results from both fields. By mixing conceptual, historical, theoretical and formal arguments and analysis, the book details the recent results in econophysics that bring it closer to financial economics. Beyond the clarifying the current situation of two camps, this book also proposes a generic model compatible with the two fields that in turn helps define minimal conditions for common models. It also identifies what remains to be done for econophysicists to contribute significantly to financial economics. Finally, this book provides a research agenda for a more fruitful collaboration between econophysicists and financial economists, creating new research opportunities. Econophysics and Financial Economics is an important step in creating a profitable dialogue between financial economists and econophysicists. It does so by identifying a common theoretical framework allowing the creation of more efficient models for the financial industry. "... | ||
| 520 | |a "This book moves beyond the disciplinary frontiers in order to initiate the development of a common theoretical framework that makes sense for both traditionally trained financial economists and econophysicists. Unlike other publications dedicated to econophysics, this book is written by two financial economists and it situates econophysics in the evolution of financial economics. The major issues that concern the collaboration between the two fields are analyzed in detail. More specifically, this book explains the theoretical and methodological foundations of these two fields in an accessible vocabulary providing the first extensive analytic comparison between models and results from both fields. The book also identifies the major conceptual gate-keepers that complicate dialogue between the two communities while it provides elements to overcome them. By mixing conceptual, historical, theoretical and formal arguments our analysis bridges the current deaf dialogue between financial economists and econophysicists. This book details the recent results in econophysics that bring it closer to financial economics. So doing, it identifies what remains to be done for econophysicists to contribute significantly to financial economics. Beyond the clarification of the current situation, this book also proposes a generic model compatible with the two fields, defining minimal conditions for common models. Finally, this book provides a research agenda for a more fruitful collaboration between econophysicists and financial economists, creating new research opportunities. In this perspective, it lays the foundations for common theoretical framework and models"... | ||
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Datensatz im Suchindex
| _version_ | 1804177404909846528 |
|---|---|
| adam_text | ECONOPHYSICS AND FINANCIAL ECONOMICS
/ JOVANOVIC, FRANCKYYEAUTHOR
: 2016
TABLE OF CONTENTS / INHALTSVERZEICHNIS
CHAPTER 1: FOUNDATIONS OF FINANCIAL ECONOMICS: THE KEY ROLE OF THE
GAUSSIAN DISTRIBUTION
CHAPTER 2: EXTREME VALUES IN FINANCIAL ECONOMICS: FROM THEIR OBSERVATION
TO THEIR INTEGRATION INTO THE GAUSSIAN FRAMEWORK
CHAPTER 3. NEW TOOLS FOR EXTREME-VALUE ANALYSIS: STATISTICAL PHYSICS
GOES BEYOND ITS BORDERS
CHAPTER 4: THE DISCIPLINARY POSITION OF ECONOPHYSICS: NEW OPPORTUNITIES
FOR FINANCIAL INNOVATIONS
CHAPTER 5. MAJOR CONTRIBUTIONS OF ECONOPHYSICS TO FINANCIAL ECONOMICS
CHAPTER 6: TOWARDS A COMMON FRAMEWORK
CONCLUSION: WHAT KIND OF FUTURE LIES IN STORE FOR ECONOPHYSICS?
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
Titel: Econophysics and financial economics
Autor: Jovanovic, Franck
Jahr: 2017
CONTENTS
Acknowledgments vii
Introduction ix
1. Foundations of Financial Economics: Tn? Key
Role of the Gaussian Distribution 1
2. Extreme Values in Financial Economics: From Their Observation
to Their Integration into the Gaussian Framework 25
3. New Tools for Extreme-Value Analysis:
Statistical Physics Goes beyond Its Borders 49
4. The Disciplinary Position of Econophysics:
New Opportunities for Financial Innovations 78
5. Major Contributions of Econophysics to Financial Economics 106
6. Toward a Common Framework 139
Conclusion: What Kind of Future Lies in Store for Econophysics? 164
Notes 167
References 185
Index 217
|
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| spelling | Jovanovic, Franck Verfasser (DE-588)171848055 aut Econophysics and financial economics an emerging dialogue Franck Jovanovic and Christophe Schinckus New York Oxford University Press [2017] © 2017 xiv, 230 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier " Econophysics and Financial Economics provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Jovanovic and Schinckus move beyond disciplinary frontiers to initiate the development of a common theoretical framework that makes sense for both traditionally trained financial economists and econophysicists. The major issues that limit and obstruct collaboration between the two fields are analyzed in detail. The book explains the theoretical and methodological foundations of these two fields in an accessible vocabulary providing the first extensive analytic comparison between models and results from both fields. By mixing conceptual, historical, theoretical and formal arguments and analysis, the book details the recent results in econophysics that bring it closer to financial economics. Beyond the clarifying the current situation of two camps, this book also proposes a generic model compatible with the two fields that in turn helps define minimal conditions for common models. It also identifies what remains to be done for econophysicists to contribute significantly to financial economics. Finally, this book provides a research agenda for a more fruitful collaboration between econophysicists and financial economists, creating new research opportunities. Econophysics and Financial Economics is an important step in creating a profitable dialogue between financial economists and econophysicists. It does so by identifying a common theoretical framework allowing the creation of more efficient models for the financial industry. "... "This book moves beyond the disciplinary frontiers in order to initiate the development of a common theoretical framework that makes sense for both traditionally trained financial economists and econophysicists. Unlike other publications dedicated to econophysics, this book is written by two financial economists and it situates econophysics in the evolution of financial economics. The major issues that concern the collaboration between the two fields are analyzed in detail. More specifically, this book explains the theoretical and methodological foundations of these two fields in an accessible vocabulary providing the first extensive analytic comparison between models and results from both fields. The book also identifies the major conceptual gate-keepers that complicate dialogue between the two communities while it provides elements to overcome them. By mixing conceptual, historical, theoretical and formal arguments our analysis bridges the current deaf dialogue between financial economists and econophysicists. This book details the recent results in econophysics that bring it closer to financial economics. So doing, it identifies what remains to be done for econophysicists to contribute significantly to financial economics. Beyond the clarification of the current situation, this book also proposes a generic model compatible with the two fields, defining minimal conditions for common models. Finally, this book provides a research agenda for a more fruitful collaboration between econophysicists and financial economists, creating new research opportunities. In this perspective, it lays the foundations for common theoretical framework and models"... BUSINESS & ECONOMICS / Economics / Theory bisacsh SCIENCE / Physics bisacsh Mathematisches Modell Wirtschaft Finance Mathematical models Economics Mathematical models Statistical physics BUSINESS & ECONOMICS / Economics / Theory SCIENCE / Physics Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Soziophysik (DE-588)7553558-0 gnd rswk-swf Soziophysik (DE-588)7553558-0 s Finanzmathematik (DE-588)4017195-4 s Kreditmarkt (DE-588)4073788-3 s DE-604 Schinckus, Christophe Verfasser (DE-588)1126663530 aut LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029647867&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029647867&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jovanovic, Franck Schinckus, Christophe Econophysics and financial economics an emerging dialogue BUSINESS & ECONOMICS / Economics / Theory bisacsh SCIENCE / Physics bisacsh Mathematisches Modell Wirtschaft Finance Mathematical models Economics Mathematical models Statistical physics BUSINESS & ECONOMICS / Economics / Theory SCIENCE / Physics Finanzmathematik (DE-588)4017195-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Soziophysik (DE-588)7553558-0 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4073788-3 (DE-588)7553558-0 |
| title | Econophysics and financial economics an emerging dialogue |
| title_auth | Econophysics and financial economics an emerging dialogue |
| title_exact_search | Econophysics and financial economics an emerging dialogue |
| title_full | Econophysics and financial economics an emerging dialogue Franck Jovanovic and Christophe Schinckus |
| title_fullStr | Econophysics and financial economics an emerging dialogue Franck Jovanovic and Christophe Schinckus |
| title_full_unstemmed | Econophysics and financial economics an emerging dialogue Franck Jovanovic and Christophe Schinckus |
| title_short | Econophysics and financial economics |
| title_sort | econophysics and financial economics an emerging dialogue |
| title_sub | an emerging dialogue |
| topic | BUSINESS & ECONOMICS / Economics / Theory bisacsh SCIENCE / Physics bisacsh Mathematisches Modell Wirtschaft Finance Mathematical models Economics Mathematical models Statistical physics BUSINESS & ECONOMICS / Economics / Theory SCIENCE / Physics Finanzmathematik (DE-588)4017195-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Soziophysik (DE-588)7553558-0 gnd |
| topic_facet | BUSINESS & ECONOMICS / Economics / Theory SCIENCE / Physics Mathematisches Modell Wirtschaft Finance Mathematical models Economics Mathematical models Statistical physics Finanzmathematik Kreditmarkt Soziophysik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029647867&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029647867&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT jovanovicfranck econophysicsandfinancialeconomicsanemergingdialogue AT schinckuschristophe econophysicsandfinancialeconomicsanemergingdialogue |
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