Econophysics of Stock and other Markets: Proceedings of the Econophys-Kolkata II (New Economic Windows)

by Arnab Chatterjee, Bikas K. Chakrabarti

Econophysics of Stock and other Markets: Proceedings of the Econophys-Kolkata II (New Economic Windows)

Description:

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.