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  • © 2007

Econophysics of Markets and Business Networks

Part of the book series: New Economic Windows (NEW)

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Table of contents (19 chapters)

  1. Front Matter

    Pages I-XII
  2. Financial Markets

    1. Front Matter

      Pages 1-1
    2. Power Exponential Price Returns in Day-ahead Power Exchanges

      • Giulio Bottazzi, Sandro Sapio
      Pages 21-33
    3. Variations in Financial Time Series: Modelling Through Wavelets and Genetic Programming

      • Dilip P. Ahalpara, Prasanta K. Panigrahi, Jitendra C. Parikh
      Pages 35-49
    4. Financial Time-series Analysis: a Brief Overview

      • A. Chakraborti, M. Patriarca, M. S. Santhanam
      Pages 51-67
    5. Correlations, Delays and Financial Time Series

      • K. B. K. Mayya, M. S. Santhanam
      Pages 69-75
    6. Option Pricing with Log-stable Lévy Processes

      • PrzemysÅ‚aw Repetowicz, Peter Richmond
      Pages 77-97
    7. Inferring the Composition of a Trader Population in a Financial Market

      • Nachi Gupta, Raphael Hauser, Neil F. Johnson
      Pages 99-113
  3. Business and Trade Networks

    1. Front Matter

      Pages 115-115
    2. Weighted Networks at the Polish Market

      • A. M. Chmiel, J. Sienkiewicz, K. Suchecki, J. A. HoÅ‚yst
      Pages 127-138
    3. The International Trade Network

      • K. Bhattacharya, G. Mukherjee, S. S. Manna
      Pages 139-147
    4. Debt-credit Economic Networks of Banks and Firms: the Italian Case

      • Giulia De Masi, Mauro Gallegati
      Pages 159-171
    5. Econophysicists Collaboration Networks: Empirical Studies and Evolutionary Model

      • Menghui Li, Jinshan Wu, Ying Fan, Zengru Di
      Pages 173-182
  4. Income, Stock and Other Market Models

    1. Front Matter

      Pages 183-183
    2. Knowledge Sharing and R&D Investment

      • Abhirup Sarkar
      Pages 227-232

About this book

Econophysicists have recently been quite successful in modelling and analysing various financial systems like trading, banking, stock and other markets. The statistical behaviour of the underlying networks in these systems have also been identified and characterised recently.

This book reviews the current econophysics researches in the structure and functioning of these complex financial network systems. Leading researchers in the respective fields will report on their recent researches and review on the contemporary developments. The book will also include the comments and debates on the latest issues arising out of these

Editors and Affiliations

  • Theoretical Condensed Matter Physics Division and Centre for Applied Mathematics and Computational Science, Saha Institute of Nuclear Physics, Kolkata, India

    Arnab Chatterjee, Bikas K. Chakrabarti

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access