Econophysics of Stock and other Markets

Econophysics of Stock and other Markets
Author: Arnab Chatterjee
Publisher: Springer Science & Business Media
Total Pages: 261
Release: 2007-12-31
Genre: Science
ISBN: 8847005027

Reviews the econophysics researches on the fluctuations in stock, forex and other markets. Including some historical perspectives as well as some comments and debates on issues in econophysics research, this book also discusses the statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis.