Select Topics of Econophysics
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The awareness that physics can enlighten the understanding of human behavior (and thus economics), and the interest of physicists in applying their training and models to understanding the complexities of finance and economics, led to the creation of a new field of study appropriately termed as Econophysics.
Selected Topics on Econophysics is a collection of essays on topics that enhance and enrich our understanding of economic modeling when the same rigor of modelling used by physicists is brought to developing financial and economic theories. These articles include discussions on modeling bitcoins, stock index modeling using geometric Brownian motion, agent-based modeling, wealth distribution modeling, as well as modeling related to fractal regression, and chaotic processes.
This interdisciplinary book will interest researchers, graduate students and professionals in the fields of economics, finance as well as physics.
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Amit Sinha is currently Professor of Finance in the Foster College of Business at Bradley University, Peoria, IL, USA, where he teaches both graduate and undergraduate courses. Prior to Bradley, he worked at Indiana State University, and was Visiting Professor at Frankfurt School of Finance and Management in Germany. Dr. Sinha has published both empirical and theoretical manuscripts in prestigious journals, in areas that include Econophysics, asset pricing, international finance, dividend policy and behavioral finance. He has previously served as the Department Chair of the Finance and Quantitative Methods Department at Bradley University. He has also served as co-editor, associate editor, or editor-in-chief, and on the editorial boards of several journals. He was previously the Associate Organizer of International Mathematical Finance Conferences, and was the President of the Academy of Finance. Dr. Sinha is currently on the Executive Board of MBAA International.
