000			04198cam a2200289 i 4500
001			19369015
003			OSt
005			20180308145846.0
008			161109s2017 nyu b 001 0 eng
010			_a 2016035828
020			_a9780190205034
040			_aDLC _beng _cDLC _erda _dDLC
042			_apcc
082	0	0	_a332.015195 _220 _bJOV
100	1		_aJovanovic, Franck.
245	1	0	_aEconophysics and financial economics : _bAn Emerging dialogue / _cFranck Jovanovic and Christophe Schinckus.
260			_aNew York : _bOxford Uni Pr, _c2017.
300			_axiv, 230p
520			_a" 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. "-- _cProvided by publisher.
520			_a"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. The book also identifies the major conceptual gate-keepers that complicate dialogue between the two communities while it provides elements to overcome them. By mixing conceptual, historical, theoretical and formal arguments our analysis bridges the current deaf dialogue between financial economists and econophysicists. This book details the recent results in econophysics that bring it closer to financial economics. So doing, it identifies what remains to be done for econophysicists to contribute significantly to financial economics. Beyond the clarification of the current situation, this book also proposes a generic model compatible with the two fields, defining minimal conditions for common models. Finally, this book provides a research agenda for a more fruitful collaboration between econophysicists and financial economists, creating new research opportunities. In this perspective, it lays the foundations for common theoretical framework and models"-- _cProvided by publisher.
650		0	_aEconomics
650		0	_aFinancial economics
650		0	_aFinance _xMathematical models.
650		0	_aEconomics _xMathematical models.
650		0	_aStatistical physics.
700	1		_aSchinckus, Christophe.
942			_2ddc _cBK
999			_c113057 _d113057