Introduction to econophysics
Subtitle: correlations and complexity in finance
By: Rosario N. Mantegna, H. Eugene Stanley.
Contributors: Stanley, H. Eugene 1941-
Published: 2007
Place of publication: Cambridge, UK ; New York :Cambridge University Press
Language: eng
Number of pages: 148
ISBN-13: 9780521039871
Subjects: Finance -- Statistical methods.; Finance -- Mathematical models.; Statistical physics.
Notes: This digitally printed version 2007.

Includes bibliographical references (p. 137-144) and index.
Table of contents: title: Introduction; title: Efficient market hypothesis; title: Random walk; title: Levy stochastic processes and limit theorems; title: Scales in financial data; title: Stationarity and time correlation; title: Time correlation in financial time series; title: Stochastic models of price dynamics; title: Scaling and its breakdown; title: ARCH and GARCH processes; title: Financial markets and turbulence; title: Correlation and anticorrelation between stocks; title: Taxonomy of a stock portfolio; title: Options in idealized markets; title: Options in real markets.