Econophysics of Stock and other Markets Proceedings of the Econophys-Kolkata II /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Chatterjee, Arnab (Editor), Chakrabarti, Bikas K. (Editor)
• Format: Electronic eBook
• Language: English
• Published: Milano : Springer Milan, 2006.
• Series: New Economic Windows
• Subjects: Physics.; Statistical physics.; Dynamical systems.; Economic theory.; Numerical and Computational Physics.; Statistical Physics, Dynamical Systems and Complexity.; Economic Theory/Quantitative Economics/Mathematical Methods.
• Physical Description: XIV, 253 p. online resource.
• ISBN: 9788847005020

This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The leading researchers in these fields have reported on their recent work and also reviewed the contemporary literature. Some historical perspectives as well as some comments and debates on recent issues in econophysics research have also been included.