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An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley [[electronic resource]]
| An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley [[electronic resource]] |
| Autore | Mantegna Rosario N (Rosario Nunzio), <1960-> |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2000 |
| Descrizione fisica | 1 online resource (ix, 148 pages) : digital, PDF file(s) |
| Disciplina | 332/.01/5195 |
| Soggetto topico |
Econophysics
Finance - Statistical methods Finance - Mathematical models |
| ISBN |
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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910450618903321 |
Mantegna Rosario N (Rosario Nunzio), <1960->
|
||
| Cambridge : , : Cambridge University Press, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley [[electronic resource]]
| An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley [[electronic resource]] |
| Autore | Mantegna Rosario N (Rosario Nunzio), <1960-> |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2000 |
| Descrizione fisica | 1 online resource (ix, 148 pages) : digital, PDF file(s) |
| Disciplina | 332/.01/5195 |
| Soggetto topico |
Econophysics
Finance - Statistical methods Finance - Mathematical models |
| ISBN |
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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910783064403321 |
|
Mantegna Rosario N (Rosario Nunzio), <1960->
|
||
| Cambridge : , : Cambridge University Press, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley
| An introduction to econophysics : correlations and complexity in finance / / Rosario N. Mantegna, H. Eugene Stanley |
| Autore | Mantegna Rosario N (Rosario Nunzio), <1960-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cambridge, UK ; ; New York, : Cambridge University Press, 2000 |
| Descrizione fisica | 1 online resource (ix, 148 pages) : digital, PDF file(s) |
| Disciplina | 332/.01/5195 |
| Altri autori (Persone) | StanleyH. Eugene <1941-> (Harry Eugene) |
| Soggetto topico |
Finance - Statistical methods
Finance - Mathematical models Statistical physics |
| ISBN |
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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910813929303321 |
|
Mantegna Rosario N (Rosario Nunzio), <1960->
|
||
| Cambridge, UK ; ; New York, : Cambridge University Press, 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||