9780521620086 - Introduction to Econophysics: Correlations and Complexity in Finance de Stanley, H. Eugene; Mantegna, Rosario N. (20 resultados)

Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.

Hardcover. Condición: Very Good. With dust jacket. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Hardcover. Condición: Fine. Estado de la sobrecubierta: Near Fine. Fine/As New/, 2004 Ilustrador. 1st Edition. Book: Fine/As New/, $60.77 0521620082 INTRODUCTION to ECONOPHYSICS: CORRELATIONS and COMPLEXITY in FINANCE * MANTEGNA, Rosario N.; STANLEY, H. Eugene Cambridge University Press 2004 1sT Edition, 4tH Printing New York And Other Locations * * * * * D/j + H/c. Glossy Purple Top With A Blue Band And 0ff~White Bottom Spine And Title In 0ff~White, Yellow And Black Letters, Dust Jacket: Near Fine/, Shelf, Edge And Corner Wear. Hard Cover Book: Fine/As New/, Slightest Shelf, Edge And Corner Wear. 148 Numbered Pages That Are Printed On 0ff~White Paper In Fine/As New/ Condition, Clean And Tight To The Spine. D/j: None. = No Odors, No Writing, No Names, No Rippling, Not Stuck Together, No Book Plate, Not X~Library, No Remainder Or Other Marks. This Item Will Be Sent In A = Mailing B0X = To Prevent Shipping Damage So That It Will Arrive In The Description Described. Description Applies To This B00K, Only. = This B00K Is Hard To Find, Will Be Packaged And Shipped Carefully, = To Avoid Shipping Damage And Will Make It, An Excellent Addition To Your Own Personal Library Collection, Or As A Gift, For The Discriminating Reader / Collector. = WORLD WIDE SHIPPING, AVAILABLE *.

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Condición: New.

Condición: New. In.

Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | This book on econophysics explores the applications of ideas from physics to financial and economic systems.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.

Condición: New. This book on econophysics explores the applications of ideas from physics to financial and economic systems. Num Pages: 162 pages, 63 b/w illus. BIC Classification: KFFM; PBWR. Category: (P) Professional & Vocational. Dimension: 262 x 182 x 16. Weight in Grams: 488. . 1999. hardcover. . . . . Books ship from the US and Ireland.

Condición: New. This book on econophysics explores the applications of ideas from physics to financial and economic systems. Num Pages: 162 pages, 63 b/w illus. BIC Classification: KFFM; PBWR. Category: (P) Professional & Vocational. Dimension: 262 x 182 x 16. Weight in Grams: 488. . 1999. hardcover. . . . .

Condición: New. Print on Demand pp. 162 Figures, Illus.

Hardcover. Condición: new. Hardcover. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling, permit an understanding of the global behavior of economic systems without first having to work out a detailed microscopic description of the system. This pioneering text explores the use of these concepts in the description of financial systems, the dynamic new specialty of econophysics. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully-developed turbulent fluids and apply them to financial time series. They also present a new stochastic model that displays several of the statistical properties observed in empirical data. Physicists will find the application of statistical physics concepts to economic systems fascinating. Economists and other financial professionals will benefit from the book's empirical analysis methods and well-formulated theoretical tools that will allow them to describe systems composed of a huge number of interacting subsystems. This book concerns the use of concepts from statistical physics in the description of financial systems. These concepts are applied to financial time series to gain an understanding of the behaviour of financial markets. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condición: New. Print on Demand pp. 162 Index.

Hardcover. Condición: Brand New. 148 pages. 9.75x6.75x1.00 inches. In Stock. This item is printed on demand.

Condición: New. PRINT ON DEMAND pp. 162.

Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Hardcover. Condición: new. Hardcover. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling, permit an understanding of the global behavior of economic systems without first having to work out a detailed microscopic description of the system. This pioneering text explores the use of these concepts in the description of financial systems, the dynamic new specialty of econophysics. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully-developed turbulent fluids and apply them to financial time series. They also present a new stochastic model that displays several of the statistical properties observed in empirical data. Physicists will find the application of statistical physics concepts to economic systems fascinating. Economists and other financial professionals will benefit from the book's empirical analysis methods and well-formulated theoretical tools that will allow them to describe systems composed of a huge number of interacting subsystems. This book concerns the use of concepts from statistical physics in the description of financial systems. These concepts are applied to financial time series to gain an understanding of the behaviour of financial markets. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book concerns the use of concepts from statistical physics in the description of financial systems. These concepts are applied to financial time series to gain an understanding of the behaviour of financial markets. The book will be of interest to phys.