000 -LEADER |
fixed length control field |
01860nam a22002537a 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OSt |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20191011131825.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
191011b ||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0-521-03987-8 |
040 ## - CATALOGING SOURCE |
Transcribing agency |
IZA |
100 ## - MAIN ENTRY--PERSONAL NAME |
Personal name |
Mantegna, Rosario N. |
9 (RLIN) |
4802 |
|
Personal name |
Stanley, H. Eugene |
9 (RLIN) |
4803 |
245 ## - TITLE STATEMENT |
Title |
An Introduction to Exophysics: Correlations and Complexity in Finance |
260 ## - PUBLICATION, DISTRIBUTION, ETC. |
Place of publication, distribution, etc. |
Cambridge et al., |
Name of publisher, distributor, etc. |
Cambridge Unviersity Press, |
Date of publication, distribution, etc. |
2007 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
148 pages |
520 ## - SUMMARY, ETC. |
Summary, etc. |
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. |
653 ## - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
statistical physics |
|
Uncontrolled term |
economic systems |
|
Uncontrolled term |
financial systems |
|
Uncontrolled term |
probability theory |
|
Uncontrolled term |
stochastic model |
856 ## - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="https://www.cambridge.org/core/books/introduction-to-econophysics/6A2727FE42578790E6E1021B7955EE30#fndtn-information">https://www.cambridge.org/core/books/introduction-to-econophysics/6A2727FE42578790E6E1021B7955EE30#fndtn-information</a> |
Link text |
Publisher's website |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
|
Koha item type |
Monography |