00864nam0-22002891i-450 99000176200040332120190529131358.0000176200FED01000176200(Aleph)000176200FED0100017620020030910d1967----km-y0itay50------baitaAnalisi quantitativa su strato sottile di tensioattivi non ioniciGianna Bruni, Alessio LokarTriesteDel Bianco Ed.196723 p.24 cmMerceologia660Bruni,Gianna356144Lokar,Alessio68324ITUNINARICAUNIMARCLG99000176200040332160 OP. 73/1743241FAGBCFAGBCAnalisi quantitativa su strato sottile di tensioattivi non ionici362740UNINA03837nam 22006852 450 991045061890332120151005020622.01-107-11464-01-280-42934-80-511-17568-X0-511-03994-80-511-15618-90-511-32911-30-511-75576-70-511-05026-7(CKB)1000000000004181(EBL)201644(OCoLC)437063137(SSID)ssj0000182534(PQKBManifestationID)11156498(PQKBTitleCode)TC0000182534(PQKBWorkID)10187579(PQKB)10974664(UkCbUP)CR9780511755767(MiAaPQ)EBC201644(Au-PeEL)EBL201644(CaPaEBR)ebr10005020(CaONFJC)MIL42934(EXLCZ)99100000000000418120100422d2000|||| uy| 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierAn introduction to econophysics correlations and complexity in finance /Rosario N. Mantegna, H. Eugene Stanley[electronic resource]Cambridge :Cambridge University Press,2000.1 online resource (ix, 148 pages) digital, PDF file(s)Title from publisher's bibliographic system (viewed on 05 Oct 2015).0-521-03987-8 0-521-62008-2 Includes bibliographical references (p. 137-144) and index.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 guideAppendix B: MartingalesReferences; IndexThis 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.EconophysicsFinanceStatistical methodsFinanceMathematical modelsEconophysics.FinanceStatistical methods.FinanceMathematical models.332/.01/5195Mantegna Rosario N(Rosario Nunzio),1960-66970Stanley H. Eugene(Harry Eugene),1941-UkCbUPUkCbUPBOOK9910450618903321An introduction to econophysics1905941UNINA