Econophysics and physical economics /
Richmond, Peter
Econophysics and physical economics / Peter Richmond, Jürgen Mimkes, and Stefan Hutzler. - 1st ed. - Oxford : Oxford University Press, 2013 - xii, 243 p.
Bibliografía: p. 233-240.
1. Introduction -- 2. Reading financial data -- 3. Basics of probability -- 4. Time dependent process and the Chapman-Kolmogorov equation -- 5. The Langevin approach to modelling Brownian motion -- 6. The Brownian motion model of asset proces -- 7. Generalized diffusion processes and the Fokker-Planck equation -- 8. Derivatives and options -- 9. Asset fluctuations and scaling -- 10. Models of asset fluctuations -- 11. Risk -- 12. Why markets crashh -- 13. Two non-financial markets -- 14. An introduction to physical economics -- 15. Laws of physical economics -- 16. Markets -- 17. A simple model of trade -- 18. Production and economic growth -- 19. Economics and entropy -- 20. Approaches to non-equilibrium economics -- 21. The distribution of wealth in society -- 22. Conclusions and outlook.
9780199674701
ECONOFISICA
330.015195
Econophysics and physical economics / Peter Richmond, Jürgen Mimkes, and Stefan Hutzler. - 1st ed. - Oxford : Oxford University Press, 2013 - xii, 243 p.
Bibliografía: p. 233-240.
1. Introduction -- 2. Reading financial data -- 3. Basics of probability -- 4. Time dependent process and the Chapman-Kolmogorov equation -- 5. The Langevin approach to modelling Brownian motion -- 6. The Brownian motion model of asset proces -- 7. Generalized diffusion processes and the Fokker-Planck equation -- 8. Derivatives and options -- 9. Asset fluctuations and scaling -- 10. Models of asset fluctuations -- 11. Risk -- 12. Why markets crashh -- 13. Two non-financial markets -- 14. An introduction to physical economics -- 15. Laws of physical economics -- 16. Markets -- 17. A simple model of trade -- 18. Production and economic growth -- 19. Economics and entropy -- 20. Approaches to non-equilibrium economics -- 21. The distribution of wealth in society -- 22. Conclusions and outlook.
9780199674701
ECONOFISICA
330.015195