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Econophysics of Markets and Business Networks

  • Book
  • © 2007

Overview

Editors:
  1. Arnab Chatterjee

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

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  2. Bikas K. Chakrabarti

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

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

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Table of contents (19 chapters)

  1. Front Matter

    Pages I-XII
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  2. Financial Markets

    1. Front Matter

      Pages 1-1
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    2. Uncovering the Internal Structure of the Indian Financial Market: Large Cross-correlation Behavior in the NSE

      • Sitabhra Sinha, Raj Kumar Pan
      Pages 3-19

    3. Power Exponential Price Returns in Day-ahead Power Exchanges

      • Giulio Bottazzi, Sandro Sapio
      Pages 21-33

    4. Variations in Financial Time Series: Modelling Through Wavelets and Genetic Programming

      • Dilip P. Ahalpara, Prasanta K. Panigrahi, Jitendra C. Parikh
      Pages 35-49

    5. Financial Time-series Analysis: a Brief Overview

      • A. Chakraborti, M. Patriarca, M. S. Santhanam
      Pages 51-67

    6. Correlations, Delays and Financial Time Series

      • K. B. K. Mayya, M. S. Santhanam
      Pages 69-75

    7. Option Pricing with Log-stable Lévy Processes

      • PrzemysÅ‚aw Repetowicz, Peter Richmond
      Pages 77-97

    8. 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
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    2. Dynamical Structure of Behavioral Similarities of the Market Participants in the Foreign Exchange Market

      • Aki-Hiro Sato, Kohei Shintani
      Pages 117-126

    3. Weighted Networks at the Polish Market

      • A. M. Chmiel, J. Sienkiewicz, K. Suchecki, J. A. HoÅ‚yst
      Pages 127-138

    4. The International Trade Network

      • K. Bhattacharya, G. Mukherjee, S. S. Manna
      Pages 139-147

    5. Networks of Firms and the Ridge in the Production Space

      • Wataru Souma
      Pages 149-158

    6. Debt-credit Economic Networks of Banks and Firms: the Italian Case

      • Giulia De Masi, Mauro Gallegati
      Pages 159-171

    7. Econophysicists Collaboration Networks: Empirical Studies and Evolutionary Model

      • Menghui Li, Jinshan Wu, Ying Fan, Zengru Di
      Pages 173-182
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Keywords

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

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