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Course Schedule and Readings: Physics 255 Econophysics
Required Texts:
R. Mantegna and H.E. Stanley, An Introduction to Econophysics, Cambridge (2000)
P.R. Bevington and D.K. Robinson, Data Reduction and Error Analysis for the Physical Sciences, McGraw-Hill (1992)
Optional and Other Reading:
Sitabhra Sinha, Arnab Chatterjee, Anirban Chakraborti, Bikas Chrakrabarti, Econophysics, An Introduction, Wiley (2011)
Paul Krugman, End This Depression Now, W.W. Norton (2012); also The Return of Depression Economics, W.W. Norton(2009)
Michael Lewis, Flash Boys, W.W. Norton (2014); The Big Short, W.W. Norton (2010); and, Liars Poker, W.W. Norton (1989)
Nassim Nicholas Taleb, The Black Swan, Random House (2010)
William Poundstone, Fortune's Formula, Hill and Wang (2005)
Justin Fox, The Myth of the Rational Market, HarperCollins (2009)
Mebane Faber and Eric Richardson, The Ivy Portfolio, John Wiley (2009)
Burton Makiel, A Random Walk Down Wall Street, W.W. Norton (2007)
Benoit Mandelbrot and Richard L Hudson, The Misbehavior of Markets, A Fractal View of Financial Turbulence, Basic Books (2007)
Michael Mauboussin, The Success Equation: Untangling Skill and Luck in Business, Sports and Investing, Harvard Business Review Press (2012)
Scott Patterson, The Quants, Crown Business Press (2011); also Dark Pools, Crown Business Press (2012)
D. Stauffer and A.Aharony, Introduction to Percolation, CRC Press (1991)
G.A. Holton, Value-at-Risk (Online Book)
Ray Dalio, Principles for Dealing with the Changing World Order: Why Nations Succeed and Fail (2021) (Link)
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