Econophysics and physical economics / Peter Richmond, Jürgen Mimkes, and Stefan Hutzler.
Tipo de material:
TextoDetalles de publicación: Oxford : Oxford University Press, 2013Edición: 1st edDescripción: xii, 243 pISBN: - 9780199674701
- 21 330.015195
| Tipo de ítem | Biblioteca actual | Signatura topográfica | Estado | Fecha de vencimiento | Código de barras | |
|---|---|---|---|---|---|---|
Libro
|
Biblioteca Manuel Belgrano | 330.015195 R 55552 (Navegar estantería(Abre debajo)) | Prestado | 31/12/2024 | 55552 |
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.
Donación fondo FONCYT
No hay comentarios en este titulo.