A short review is given of some research topics recently developed in the framework of quantitative finance and which can be referred to the effort of adapting methods and technologies of statistical physics to the analysis of economic systems. In particular we emphasize the role of a different, new perspective, in approaching financial problems, originated within the theory of complex systems and based on concepts like universality, scaling and correlation properties. Once applied to the time evolution of prices and volatility, this approach allows for the recognition of long-range and nonlinear effects in financial time series.
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|Titolo:||On the Statistical Physics Contribution to Quantitative Finance|
|Rivista:||INTERNATIONAL JOURNAL OF MODERN PHYSICS B|
|Citazione:||Loffredo, M.I. (2004). On the Statistical Physics Contribution to Quantitative Finance. INTERNATIONAL JOURNAL OF MODERN PHYSICS B, 18(04n05), 705-713.|
|Appare nelle tipologie:||1.1 Articolo in rivista|
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