Econophysics and Financial Economics "An Emerging Dialogue "

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Jovanovic, Franck, Schinckus, Christophe

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ISBN:9780190205034
Editorial: Oxford University Press
Fecha de la edición:2017
Encuadernación:
Nº Pág.:248
Idiomas:Ingles

Materias:

/ Sistema Financiero

What is econophysics? What makes an econophysicist? Why are financial economists reluctant to use results from econophysics? Can we overcome disputes concerning hypotheses used in financial economics and that make no sense for econophysicists? How can we create a profitable dialogue between financial economists and econophysicists? How do we develop a common theoretical framework allowing the creation of more efficient models for the financial industry? This book moves beyond the disciplinary frontiers in order to initiate the development of a common theoretical framework that makes sense for both traditionally trained financial economists and econophysicists. Unlike other publications dedicated to econophysics, this book is written by two financial economists and it situates econophysics in the evolution of financial economics. The major issues that concern the collaboration between the two fields are analyzed in detail. More specifically, this 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.