Joseph L. McCauley is Professor of Physics at the University of Houston, and is an advisory board member for the Econophysics Forum. He has contributed to statistical physics, the theory of superfluids, nonlinear dynamics, cosmology, econophysics, economics and finance theory.
Preface
1. Econophysics: why and what
2. Neo-classical economic theory
3. Probability and stochastic processes
4. Introduction to financial economics
5. Introduction to portfolio selection theory
6. Scaling, pair correlations, and conditional densities
7. Statistical ensembles: deducing dynamics from time series
8. Martingale option pricing
9. FX market globalization: evolution of the dollar to worldwide reserve currency
10. Macroeconomics and econometrics: regression models vs. empirically based modeling
11. Complexity
Index.
