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Econophysics and financial economics : an emerging dialogue / Franck Jovanovic and Christophe Schinckus.

By: Contributor(s): Publisher: New York City : Oxford University Press, 2017Description: xiv, 230 p. ; 25 cmISBN:
  • 9780190205034 (hbk.)
Subject(s): DDC classification:
  • 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
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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