Table of contents for An introduction to econophysics : correlations and complexity in finance / Rosario N. Mantegna, H. Eugene Stanley.

Bibliographic record and links to related information available from the Library of Congress catalog

Information from electronic data provided by the publisher. May be incomplete or contain other coding.

1. Introduction
2. Efficient market hypothesis
3. Random walks
4. Le;vy stochastic processes and limit theorems
5. Scales in financial data
6. Stationarity and time correlation
7. Stochastic models of price dynamics
8. Scaling and its breakdowns
9. ARCH and GARCH processes
10. Financial markets and turbulence
11. Correlation inside a financial market
12. Taxonomy of a stock portfolio
13. Options and derivatives
14. Black and Scholes in practice.

Library of Congress subject headings for this publication: Finance Statistical methods, Finance Mathematical models, Statistical physics