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Jovanovic, Franck.

Econophysics and financial economics : an emerging dialogue / Franck Jovanovic and Christophe Schinckus. - xiv, 230 p. ; 25 cm

CONTENTS

Acknowledgments vii

Introduction ix

1. Foundations of Financial Economics: The Key Role of the Gaussian Distribution 1

2. Extreme Values in Financial Economics: From Their Observation to Their Integration into the Gaussian Framework 25

3. New Tools for Extreme-Value Analysis: Statistical Physics Goes beyond Its Borders

49

4. The Disciplinary Position of Econophysics: New Opportunities for Financial Innovations 78

5. Major Contributions of Econophysics to Financial Economics

106

6. Toward a Common Framework 139

Conclusion: What Kind of Future Lies in Store for Econophysics?

164

Notes 167

References 185

Index 217

ISBN: 9780190205034 (hbk.)

Subjects--Topical Terms:
Finance
Economics
Statistical physics.

Dewey Class. No.: 332.015195 JOV