Introduction to Econophysics

Econophysics explores the parallels between physics and economics and is an exciting topic that is attracting increasing attention.

Autorentext

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.

Inhalt

Chapter 1

Review of Economics

Chapter 2

Asset Return Statistics

Chapter 3

Stochastic Calculus

Chapter 4

Options Pricing

Chapter 5

Portfolio Theory

Chapter 6

Criticality

Chapter 7

Games and Competitions

Chapter 8

Agent-Based Simulations