1st Edition

Introduction to Econophysics
Contemporary Approaches with Python Simulations



  • Available for pre-order. Item will ship after October 29, 2021
ISBN 9780367648459
October 29, 2021 Forthcoming by CRC Press
312 Pages 79 B/W Illustrations

USD $99.95

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Book Description

Econophysics explores the parallels between physics and economics and is an exciting topic that is attracting increasing attention. However there is a lack of literature that explains the topic from a broad perspective. This book introduces advanced undergraduates and graduate students in physics and engineering to the topic from this outlook, and is accompanied by rigorous mathematics which ensures that this will also be a good guide for established researchers in the field as well as researchers from other fields, such as mathematics and statistics, who are interested in the topic.

Key features:

  • Presents a multidisciplinary approach that will be of interest to students and researchers from physics, engineering, mathematics, statistics, and other physical sciences
  • Accompanied by Python code with further learning opportunities, available for readers to download from the CRC Press website.
  • Accessible to both students and researchers

Carlo R. da Cunha is an associate professor of physics and engineering physics at the Universidade Federal do Rio Grande do Sul (Brazil) and has been since 2011. Dr. da Cunha received his M.Sc. Degree from the West Virginia University in 2001 and his Ph.D. degree from Arizona State University in 2005. He was a postdoctoral researcher at McGill University in Canada in 2006 and an assistant professor of engineering at the University Federal de Santa Catarina between 2007 and 2011. He has been a guest professor at the Technische Universität Wien (Austria), Chiba University (Japan) and Arizona State University (US). His research revolves around the physics of complex systems where he has been drawing parallels between physical and economic systems from quantum to social levels.

Table of Contents

Chapter 1

Review of Economics

Chapter 2

Asset Return Statistics

Chapter 3

Stochastic Calculus

Chapter 4

Options Pricing

Chapter 5

Portfolio Theory

Chapter 6

Criticality

Chapter 7

Games and Competitions

Chapter 8

Agent-Based Simulations

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Author(s)

Biography

Carlo R. da Cunha is an associate professor of physics and engineering physics at the Universidade Federal do Rio Grande do Sul (Brazil) and has been since 2011. Dr. da Cunha received his M.Sc. Degree from the West Virginia University in 2001 and his Ph.D. degree from Arizona State University in 2005. He was a postdoctoral researcher at McGill University in Canada in 2006 and an assistant professor of engineering at the University Federal de Santa Catarina between 2007 and 2011. He has been a guest professor at the Technische Universität Wien (Austria), Chiba University (Japan) and Arizona State University (US). His research revolves around the physics of complex systems where he has been drawing parallels between physical and economic systems from quantum to social levels.