LEADER 00943nam0-2200313---450 001 990008483880403321 005 20190529131450.0 035 $a000848388 035 $aFED01000848388 035 $a(Aleph)000848388FED01 035 $a000848388 100 $a20070314d2006----km-y0itay50------ba 101 0 $aita 102 $aIT 105 $ay-------001yy 200 1 $a<>assicurazione agricola agevolata in Italia$ei risultati della campagna 2005$fISMEA 210 $aRoma$cISMEA$dc2006 610 0 $aAssicurazioni agricole 676 $a368.122$v20$zita 712 02$aISMEA$9 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aLG 912 $a990008483880403321 952 $a60 OP. 161/40$b10497$fFAGBC 952 $a62 338.439 ISMEA$fDAGEA 959 $aFAGBC 959 $aDAGEA 996 $aAssicurazione agricola agevolata in Italia$9730556 997 $aUNINA LEADER 03837nam 22006852 450 001 9910450618903321 005 20151005020622.0 010 $a1-107-11464-0 010 $a1-280-42934-8 010 $a0-511-17568-X 010 $a0-511-03994-8 010 $a0-511-15618-9 010 $a0-511-32911-3 010 $a0-511-75576-7 010 $a0-511-05026-7 035 $a(CKB)1000000000004181 035 $a(EBL)201644 035 $a(OCoLC)437063137 035 $a(SSID)ssj0000182534 035 $a(PQKBManifestationID)11156498 035 $a(PQKBTitleCode)TC0000182534 035 $a(PQKBWorkID)10187579 035 $a(PQKB)10974664 035 $a(UkCbUP)CR9780511755767 035 $a(MiAaPQ)EBC201644 035 $a(Au-PeEL)EBL201644 035 $a(CaPaEBR)ebr10005020 035 $a(CaONFJC)MIL42934 035 $a(EXLCZ)991000000000004181 100 $a20100422d2000|||| uy| 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 13$aAn introduction to econophysics $ecorrelations and complexity in finance /$fRosario N. Mantegna, H. Eugene Stanley$b[electronic resource] 210 1$aCambridge :$cCambridge University Press,$d2000. 215 $a1 online resource (ix, 148 pages) $cdigital, PDF file(s) 300 $aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). 311 $a0-521-03987-8 311 $a0-521-62008-2 320 $aIncludes bibliographical references (p. 137-144) and index. 327 $aCover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Le?vy 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 327 $aAppendix B: MartingalesReferences; Index 330 $aThis 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. 606 $aEconophysics 606 $aFinance$xStatistical methods 606 $aFinance$xMathematical models 615 0$aEconophysics. 615 0$aFinance$xStatistical methods. 615 0$aFinance$xMathematical models. 676 $a332/.01/5195 700 $aMantegna$b Rosario N$g(Rosario Nunzio),$f1960-$066970 702 $aStanley$b H. Eugene$g(Harry Eugene),$f1941- 801 0$bUkCbUP 801 1$bUkCbUP 906 $aBOOK 912 $a9910450618903321 996 $aAn introduction to econophysics$91905941 997 $aUNINA