Econophysics of Markets and Business Networks. 1st ed. 2007
- 種類:
- 電子ブック
- 責任表示:
- edited by Arnab Chatterjee, Bikas K. Chakrabarti
- 出版情報:
- Milano : Springer Milan : Imprint: Springer, 2007
- 著者名:
- シリーズ名:
- New Economic Windows ;
- ISBN:
- 9788847006652 [8847006651]
- 注記:
- Financial Markets -- Uncovering the Internal Structure of the Indian Financial Market: Large Cross-correlation Behavior in the NSE -- Power Exponential Price Returns in Day-ahead Power Exchanges -- Variations in Financial Time Series: Modelling Through Wavelets and Genetic Programming -- Financial Time-series Analysis: a Brief Overview -- Correlations, Delays and Financial Time Series -- Option Pricing with Log-stable Lévy Processes -- Inferring the Composition of a Trader Population in a Financial Market -- Business and Trade Networks -- Dynamical Structure of Behavioral Similarities of the Market Participants in the Foreign Exchange Market -- Weighted Networks at the Polish Market -- The International Trade Network -- Networks of Firms and the Ridge in the Production Space -- Debt-credit Economic Networks of Banks and Firms: the Italian Case -- Econophysicists Collaboration Networks: Empirical Studies and Evolutionary Model -- Income, Stock and Other Market Models -- The Macro Model of the Inequality Proces
Econophysicists have recently been quite successful in modelling and analysing various financial systems like trading, banking, stock and other markets. The statistical behaviour of the underlying networks in these systems have also been identified and characterised recently. This book reviews the current econophysics researches in the structure and functioning of these complex financial network systems. Leading researchers in the respective fields will report on their recent researches and review on the contemporary developments. The book will also include the comments and debates on the latest issues arising out of these. - ローカル注記:
- 学内専用E-BOOKS (local access only)
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