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Biblioteca

MARC Lista (tabellare)
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui