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1. |
Record Nr. |
UNINA990000321460403321 |
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Autore |
Denbigh, Kenneth |
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Titolo |
I principi dell'equilibrio chimico : con applicazioni alla chimica ed alla ingegneria chimica / Kenneth Denbigh |
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Pubbl/distr/stampa |
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Milano : Casa Editrice Ambrosiana, 1977 |
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ISBN |
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Descrizione fisica |
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XIV,514 p. : ill. ; 24 cm |
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Disciplina |
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Locazione |
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Collocazione |
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04 121-92 |
14 C.012.053 |
DCH-035-111 |
DCH-035-140 |
541.392-DEN-1 |
541.392-DEN-1A |
541.392-DEN-1B |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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2. |
Record Nr. |
UNINA990005272230403321 |
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Autore |
Foucault, Michel <1926-1984> |
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Titolo |
Folie et dèraison : histoire de la folie a l'age classique / par Michel Foucault |
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Pubbl/distr/stampa |
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Paris : Union Genèrale d'Éditions, c1961 |
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Descrizione fisica |
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Collana |
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Disciplina |
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Locazione |
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Collocazione |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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3. |
Record Nr. |
UNINA9910450618903321 |
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Autore |
Mantegna Rosario N (Rosario Nunzio), <1960-> |
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Titolo |
An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley [[electronic resource]] |
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Pubbl/distr/stampa |
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Cambridge : , : Cambridge University Press, , 2000 |
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ISBN |
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1-107-11464-0 |
1-280-42934-8 |
0-511-17568-X |
0-511-03994-8 |
0-511-15618-9 |
0-511-32911-3 |
0-511-75576-7 |
0-511-05026-7 |
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Descrizione fisica |
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1 online resource (ix, 148 pages) : digital, PDF file(s) |
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Disciplina |
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Soggetti |
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Econophysics |
Finance - Statistical methods |
Finance - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
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Nota di bibliografia |
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Includes bibliographical references (p. 137-144) and index. |
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Nota di contenuto |
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Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Lévy 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; Appendix A: Notation guide |
Appendix B: MartingalesReferences; Index |
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Sommario/riassunto |
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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 |
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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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4. |
Record Nr. |
UNINA9910446852403321 |
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Titolo |
American politics research |
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Pubbl/distr/stampa |
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Thousand Oaks, Calif., : Sage Publications |
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ISSN |
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Disciplina |
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Soggetti |
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Politics and government |
Social conditions |
Periodicals. |
United States Politics and government Periodicals |
United States Social conditions 1945- Periodicals |
États-Unis Politique et gouvernement Périodiques |
États-Unis Conditions sociales 1945- Périodiques |
United States |
7.150 |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Periodico |
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Note generali |
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