Introduction to Econophysics 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025

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Rosario N. Mantegna 作者

Cambridge University Press

译者

2007-7-16 出版日期

164 页数

USD 49.99 价格

Paperback

丛书系列

9780521039871 图书编码

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发表于2025-01-25

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Introduction to Econophysics 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2025

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This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.

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