图书名称：Essentials of Econophysics Modelling
作者：Frantisek Slanina
出版社：Oxford University Press
页数：427
出版时间：2014
语言：English
格式：pdf
内容简介：
This book is a course in methods and models rooted in physics and used in modelling economic and social phenomena. It covers the discipline of econophysics, which creates an interface between physics and economics. Besides the main theme, it touches on the theory of complex networks and simulations of social phenomena in general.

After a brief historical introduction, the book starts with a list of basic empirical data and proceeds to thorough investigation of mathematical and computer models. Many of the models are based on hypotheses of the behaviour of simplified agents. These comprise strategic thinking, imitation, herding, and the gem of econophysics, the so-called minority game. At the same time, many other models view the economic processes as interactions of inanimate particles. Here, the methods of physics are especially useful.Examples of systems modelled in such a way include books of stock-market orders, and redistribution of wealth among individuals. Network effects are investigated in the interaction of economic agents. The book also describes how to model phenomena like cooperation and emergence of consensus.

The book will be of benefit to graduate students and researchers in both Physics and Economics.

Table of Contents

List of Boxes x

List of Figures xii

Introduction 1

1 Empirical econophysics and stylised facts7

2 Stochastic models 44

3 Basic agent models 92

4 Order-book dynamics 144

5 Minority game 185

6 Network economy 221

7 Wealth, poverty, and growth 257

8 Social organisation 282

References 352

Author Index 388

Subject Index 405

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