Add this copy of Introduction to Econophysics: Correlations and to cart. $34.05, good condition, Sold by SurplusTextSeller rated 4.0 out of 5 stars, ships from Columbia, MO, UNITED STATES, published 2007 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
Add this copy of Introduction to Econophysics: Correlations and to cart. $59.95, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2007 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Trade paperback (US). Glued binding. 164 p. Contains: Line drawings. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Introduction to Econophysics: Correlations and to cart. $59.96, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2007 by Cambridge University Press.
Add this copy of An Introduction to Econophysics: Correlations and to cart. $94.00, very good condition, Sold by Expatriate Bookshop rated 5.0 out of 5 stars, ships from Svendborg, DENMARK, published 2004 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Textual graphs. Minor rubbing. VG. 25x17cm, ix, 148 pp. Contents: Efficient market hypothesis; Random walks; Levy stochastic processes and limit theorems; Scales in financial data; Stationarity and time correlation; Stochastic models of price dynamics; Scaling and its breakdown; ARCH and GARCH processes; Financial markets and turbulence; Correlation inside a financial market; Taxonomy of a stock portfolio; Options and derivatives; Black and Scholes in practice. ["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 new 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 behavior 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. "-Publisher's description]
Add this copy of An Introduction to Econophysics, Correlations and to cart. $45.00, very good condition, Sold by My Book Heaven rated 5.0 out of 5 stars, ships from Alameda, CA, UNITED STATES, published 2000 by Cambridge University Press.