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Complex derivatives

Battiston, Stefano and Caldarelli, Guido and Georg, Co-Pierre and May, Robert and Stiglitz, Joseph Complex derivatives. Nature Physics, 9 (3). pp. 123-125. ISSN 1745-2473 (2013)

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The intrinsic complexity of the financial derivatives market has emerged as both an incentive to engage in it, and a key source of its inherent instability. Regulators now faced with the challenge of taming this beast may find inspiration in the budding science of complex systems.

Item Type: Article
Identification Number: 10.1038/nphys2575
Projects: EC FET Open Project “FOC” Nr. 255987
Uncontrolled Keywords: Statistical physics, thermodynamics and nonlinear dynamics
Subjects: H Social Sciences > HB Economic Theory
Q Science > QC Physics
Research Area: Economics and Institutional Change
Depositing User: Ms T. Iannizzi
Date Deposited: 05 Mar 2013 09:14
Last Modified: 07 Apr 2016 09:51
URI: http://eprints.imtlucca.it/id/eprint/1504

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