Econophysics and financial economics : an emerging dialogue /
" Econophysics and Financial Economics provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Jovanovic and Schinckus move beyond disciplinary frontiers to initiate the development of a common...
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| Format: | Book |
| Language: | English |
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New York, NY :
Oxford University Press,
[2017]
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Table of Contents:
- Foundations of financial economics: the key role of the Gaussian distribution
- Extreme values in financial economics: from their observation to their integration into the Gaussian framework
- New tools for extreme-value analysis: statistical physics goes beyond its borders
- The disciplinary position of Econophysics: new opportunities for financial innovations
- Major contributions of econophysics to financial economics
- Towards a common framework
- Conclusion: What kind of future lies in store for econophysics?.