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  • Conference proceedings
  • © 2006

Econophysics of Stock and other Markets

Proceedings of the Econophys-Kolkata II

  • 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.
  • Includes supplementary material: sn.pub/extras

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

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Table of contents (27 papers)

  1. Front Matter

    Pages I-XIII
  2. Markets and their Models

    1. Front Matter

      Pages 99-99
    2. Models of Financial Market Information Ecology

      • Damien Challet
      Pages 101-112
    3. Estimating Phenomenological Parameters in Multi-Assets Markets

      • Giacomo Raffaelli, Matteo Marsili
      Pages 113-122
    4. Agents Play Mix-game

      • Chengling Gou
      Pages 123-132
    5. Triangular Arbitrage as an Interaction in Foreign Exchange Markets

      • Yukihiro Aiba, Naomichi Hatano
      Pages 133-142
    6. Modelling Limit Order Financial Markets

      • Robin Stinchcombe
      Pages 143-152
    7. Two Fractal Overlap Time Series and Anticipation of Market Crashes

      • Bikas K. Chakrabarti, Arnab Chatterjee, Pratip Bhattacharyya
      Pages 153-158

About this book

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.

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 89.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 119.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
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