An Introduction to Econophysics: Correlations and Complexity in Finance by R. N. Mantegna and H. E. Stanley, pdf free download

on
This book concerns the use of concepts from statistical physics in the description of financial systems. Specifically, the authors illustrate the scaling concepts used in probability theory, in critical phenomena, and in fully developed turbulent fluids. These concepts are then applied to financial time series to gain new insights into the behavior of financial markets. The authors also present a new stochastic model that displays several of the statistical properties observed in empirical data.

This book fulfills all the topics that are required for Tribhuvan University B. Sc. 4th year Physics Students. And it is also the official textbook for this course. For B.Sc. Physics Syllabus click here. This file was shared by a archive.org user @science2 & sciencenet.cn. This book can be used for personal & educational purpose only.

This Book Contains:
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

Book Title: An Introduction to Econophysics: Correlations and Complexity in Finance
Authors: Mantegna R.  N. and Stanley H. E.
Edition: 1st
Language: English
Published Date: 2000
Publisher: Cambridge University Press
Pages: 147
File Size: 3.55 MB

Comments

Post a Comment