Introduction to Econophysics

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A01=Carlo Requiao da Cunha
Agent Based Simulation
agent-based modeling
Author_Carlo Requiao da Cunha
Autoregressive Moving Averages
Binomial Tree
Call Option
Category=KCH
Category=PHS
Cellular Automata
Clustering Coefficient
complex systems modeling
Cusp Catastrophe
Efficient Frontier
EMH
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
eq_science
Equilibrium Points
financial market simulation
Game theory
Gaussian Orthogonal Ensemble
Geometric Random Walk
Global Clustering Coefficient
Hayek's Triangle
interdisciplinary econophysics research
Ito's Lemma
Lagrange multipliers
Loanable Funds Model
Lotka Volterra Equations
Mixed Nash Equilibria
Nash Equilibrium
Period Stock Market
PPF
quantitative finance methods
Self-organized Criticality
statistical physics applications
Statistics
Stochastic Calculus
stochastic processes analysis
Tangent Portfolio
Time Series
Ultrametric Space
Von Neumann Neighborhood
Wiener Process

Product details

  • ISBN 9780367648459
  • Weight: 530g
  • Dimensions: 156 x 234mm
  • Publication Date: 29 Oct 2021
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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Econophysics explores the parallels between physics and economics and is an exciting topic that is attracting increasing attention. However there is a lack of literature that explains the topic from a broad perspective. This book introduces advanced undergraduates and graduate students in physics and engineering to the topic from this outlook, and is accompanied by rigorous mathematics which ensures that this will also be a good guide for established researchers in the field as well as researchers from other fields, such as mathematics and statistics, who are interested in the topic.

Key features:

  • Presents a multidisciplinary approach that will be of interest to students and researchers from physics, engineering, mathematics, statistics, and other physical sciences
  • Accompanied by Python code with further learning opportunities, available for readers to download from the CRC Press website.
  • Accessible to both students and researchers

Carlo R. da Cunha is an associate professor of physics and engineering physics at the Universidade Federal do Rio Grande do Sul (Brazil) and has been since 2011. Dr. da Cunha received his M.Sc. Degree from the West Virginia University in 2001 and his Ph.D. degree from Arizona State University in 2005. He was a postdoctoral researcher at McGill University in Canada in 2006 and an assistant professor of engineering at the University Federal de Santa Catarina between 2007 and 2011. He has been a guest professor at the Technische Universität Wien (Austria), Chiba University (Japan) and Arizona State University (US). His research revolves around the physics of complex systems where he has been drawing parallels between physical and economic systems from quantum to social levels.

To access additional resources, such as python code, please take a look here.

Carlo R. da Cunha is an associate professor of physics and engineering physics at the Universidade Federal do Rio Grande do Sul (Brazil) and has been since 2011. Dr. da Cunha received his M.Sc. Degree from the West Virginia University in 2001 and his Ph.D. degree from Arizona State University in 2005. He was a postdoctoral researcher at McGill University in Canada in 2006 and an assistant professor of engineering at the University Federal de Santa Catarina between 2007 and 2011. He has been a guest professor at the Technische Universität Wien (Austria), Chiba University (Japan) and Arizona State University (US). His research revolves around the physics of complex systems where he has been drawing parallels between physical and economic systems from quantum to social levels.

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