|
中图分类法:
|
F224.7 版次： |
|
著者:
|
Garibaldi, Ubaldo. |
|
题名:
|
Finitary probabilistic methods in econophysics / / , |
|
出版发行:
|
出版地： Cambridge ; 出版社： Cambridge University Press, 出版日期： 2010. |
|
载体形态:
|
xiv, 327 p. : ill. ; 26 cm. |
|
内容提要:
|
"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"-- |
|
主题词:
|
Economics Statistical methods. |
|
主题词:
|
Statistical physics. |
|
主题词:
|
Economics Mathematical models. |
|
主题词:
|
Phy |