Library Catalogue
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Econophysics and financial economics : an emerging dialogue / Franck Jovanovic and Christophe Schinckus.
Publisher: New York City : Oxford University Press, 2017Description: xiv, 230 p. ; 25 cmISBN:- 9780190205034 (hbk.)
- 332.015195 JOV
Contents:
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
| Item type | Current library | Collection | Shelving location | Call number | Materials specified | Status | Barcode | |
|---|---|---|---|---|---|---|---|---|
BOOKs
|
NLS | Reference | General Stacks | 332.015195 JOV (Browse shelf(Opens below)) | HB | Available | 36606 |
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