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  3. Finitary Probabilistic Methods in Econophysics
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    • Publisher:
      Cambridge University Press
      Publication date:
      July 2014
      August 2010
      ISBN:
      9780511777585
      9780521515597
      DOI:
      https://doi.org/10.1017/CBO9780511777585
      Dimensions:
      (247 x 174 mm)
      Weight & Pages:
      0.83kg, 342 Pages
      Dimensions:
      Weight & Pages:
      • Subjects:
      Economics, Econophysics and Financial Physics, Physics and Astronomy, Econometrics and Mathematical Methods
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    Subjects:
    Economics, Econophysics and Financial Physics, Physics and Astronomy, Econometrics and Mathematical Methods
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    Book description

    Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject, discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book.

    Reviews

    '… a book that would allow a physicist to approach recent advances in statistics which are not encountered in statistical physics for example … serves as an introduction to distributions and models that are widely used in physics.'

    Source: Contemporary Physics

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