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Readership: The book will appeal to finance practitioners and students (final year undergraduate and beyond) from finance and science backgrounds alike.
Neil F. Johnson, Oxford University; also co-Director of Oxford Centre for Computational Finance at Oxford University, Paul Jefferies, OXAM Asset Management Company, and Pak Ming Hui, Chinese University of Hong Kong
"This book is a real gem ... very easy to digest ... I would recommend this book to philosophers who are coming to this field fresh. The explanations the authors give are well-suited to those coming to the material for the first time and, I think, to those versed in physics and a physics-type style of writing." - Studies in History and Philosophy of Modern Physics 38
"Overall, the book is distinguished by its lively and inspiring representation method. In combination with the wide spectrum of topics covered, these characteristics make this book a recommendable textbook." - German Physics Society Journal
1: Financial markets as complex systems 2: Standard finance theory 3: A complex walk down Wall Street 4: Financial market models with global interactions 5: Financial market models with local interactions 6: Non-zero risk in the real world 7: Deterministic dynamics, chaos and crashes
Related Link - Oxford Centre for Computational FinanceRelated Link - Econophysics Forum
