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【金融変動の経験科学】

Empirical Science of Financial Fluctuations H x, 352 p., 195 figs. 01

Takayasu, Hideki  編
在庫状況 海外在庫有り  お届け予定日 1ヶ月 
価格 \30,505(税込)         
発行年月 2001年12月
出版社/提供元
SPRINGER TOKYO
出版国 日本
言語 英語
媒体 冊子
装丁 hardcover
ページ数/巻数 X, 352 p.
ジャンル 洋書
ISBN 9784431703167
商品コード 0200201203
本の性格 議事録
新刊案内掲載月 2003年10月
商品URLhttps://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0200201203

内容

Financial fluctuations were generally neglected in classical ecnomics and their basic statistical properties have only recently been elucidated in the emerging field of econophysics, a new science that analyzes data using methods developed by statistical physics, such as chaos, fractals, and phase transitions. This volume is the proceedings of a workshop at which leading international researchers in this discipline discussed their most recent results and examined the validity of the empirical laws of econophysics. Topics include stock market prices and foreign exchange rates, income distribution, market anomalies, and risk management. The papers herein relate econophysics to other models, present new models, and illustrate the mechanisms by which financial fluctuations occur using actual financial data. Containing the most recent econophysics results, this volume will serve as an indispensable reference for economic theorists and practitioners alike.

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