Econophysics and physical economics /

Bibliographic Details
Main Author: Richmond, Peter
Other Authors: Mimkes, Jurgen, Hutzler, Stefa
Format: Book
Language:English
Published: Oxford : Oxford University Press, 2013
Edition:1st ed.
Subjects:

MARC

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245 1 0 |a Econophysics and physical economics /  |c Peter Richmond, Jürgen Mimkes, and Stefan Hutzler. 
250 |a 1st ed. 
260 |a Oxford :  |b Oxford University Press,  |c 2013 
300 |a xii, 243 p. 
504 |a Bibliografía: p. 233-240. 
505 0 |a 1. Introduction -- 2. Reading financial data -- 3. Basics of probability -- 4. Time dependent process and the Chapman-Kolmogorov equation -- 5. The Langevin approach to modelling Brownian motion -- 6. The Brownian motion model of asset proces -- 7. Generalized diffusion processes and the Fokker-Planck equation -- 8. Derivatives and options -- 9. Asset fluctuations and scaling -- 10. Models of asset fluctuations -- 11. Risk -- 12. Why markets crashh -- 13. Two non-financial markets -- 14. An introduction to physical economics -- 15. Laws of physical economics -- 16. Markets -- 17. A simple model of trade -- 18. Production and economic growth -- 19. Economics and entropy -- 20. Approaches to non-equilibrium economics -- 21. The distribution of wealth in society -- 22. Conclusions and outlook. 
541 |c Donación fondo FONCYT 
650 4 |9 8557  |a ECONOFISICA 
700 1 |9 8556  |a Mimkes, Jurgen 
700 1 |9 8558  |a Hutzler, Stefa 
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