【金融変動の経験科学】
Empirical Science of Financial Fluctuations H x, 352 p., 195 figs. 01
Takayasu, Hideki
編
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在庫状況
海外在庫有り
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お届け予定日
1ヶ月
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価格
\30,505(税込)
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発行年月 |
2001年12月 |
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出版国 |
日本 |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
hardcover |
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ページ数/巻数 |
X, 352 p. |
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ジャンル |
洋書 |
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ISBN |
9784431703167 |
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商品コード |
0200201203 |
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本の性格 |
議事録 |
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新刊案内掲載月 |
2003年10月 |
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| 商品URL | https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0200201203 |
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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.