Econophysics and Financial Economics

An Emerging Dialogue

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Oxford University Press


Paru le : 2016-11-29



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Description
Econophysics and Financial Economics provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary. Jovanovic and Schinckus move beyond disciplinary frontiers to initiate the development of a common theoretical framework that makes sense for both traditionally trained financial economists and econophysicists. The major issues that limit and obstruct collaboration between the two fields are analyzed in detail. The book explains the theoretical and methodological foundations of these two fields in an accessible vocabulary providing the first extensive analytic comparison between models and results from both fields. By mixing conceptual, historical, theoretical and formal arguments and analysis, the book details the recent results in econophysics that bring it closer to financial economics. Beyond the clarifying the current situation of two camps, this book also proposes a generic model compatible with the two fields that in turn helps define minimal conditions for common models. It also identifies what remains to be done for econophysicists to contribute significantly to financial economics. Finally, this book provides a research agenda for a more fruitful collaboration between econophysicists and financial economists, creating new research opportunities. Econophysics and Financial Economics is an important step in creating a profitable dialogue between financial economists and econophysicists. It does so by identifying a common theoretical framework allowing the creation of more efficient models for the financial industry.
Pages
256 pages
Collection
n.c
Parution
2016-11-29
Marque
Oxford University Press
EAN papier
9780190205034
EAN PDF
9780190205041

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
0
Taille du fichier
12452 Ko
Prix
73,52 €
EAN EPUB
9780190205058

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
0
Taille du fichier
9953 Ko
Prix
73,52 €

Franck Jovanovic is a Full Professor in Economics and Finance at the School of Business of the University of Québec's Distance Learning (TELUQ). He was previously an Associate Professor in Finance at University of Leicester School of Management. He published and edited 4 books and published almost 40 papers. His research interest mainly focuses on interdisciplinary issues in financial economics. Christophe Schinckus is Associate Professor in Finance at the University of Leicester, he published more than 50 papers in peer-reviewed journals. His research interest focuses on interdisciplinary issues in financial economics. He presented more than 40 communications in conference and was invited to give lectures in UK (Cambridge), Canada, Europe, Thailand and Vietnam. He is currently finishing a second PhD in Philosophy of Science at the University of Cambridge.

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