@article{779843,
      recid = {779843},
      author = {Díaz, Josep, and Kirousis, Lefteris, and Ortiz-Gracia,  Luis, and Serna, Maria,},
      title = {Extended abstracts Summer 2015 : Strategic behavior in  combinatorial structures; Quantitative finance /},
      pages = {1 online resource.},
      abstract = {This book is divided into two parts, the first of which  seeks to connect the phase transitions of various  disciplines, including game theory, and to explore the  synergies between statistical physics and combinatorics.  Phase Transitions has been an active multidisciplinary  field of research, bringing together physicists, computer  scientists and mathematicians. The main research theme  explores how atomic agents that act locally and  microscopically lead to discontinuous macroscopic changes.  Adopting this perspective has proven to be especially  useful in studying the evolution of random and usually  complex or large combinatorial objects (like networks or  logic formulas) with respect to discontinuous changes in  global parameters like connectivity, satisfiability etc.  There is, of course, an obvious strategic element in the  formation of a transition: the atomic agents “selfishly”  seek to optimize a local parameter. However, up to now this  game-theoretic aspect of abrupt, locally triggered changes  had not been extensively studied. In turn, the book?s  second part is devoted to mathematical and computational  methods applied to the pricing of financial contracts and  the measurement of financial risks. The tools and  techniques used to tackle these problems cover a wide  spectrum of fields, like stochastic calculus, numerical  analysis, partial differential equations, statistics and  econometrics. Quantitative Finance is a highly active field  of research and is increasingly attracting the interest of  academics and practitioners alike. The material presented  addresses a wide variety of new challenges for this  audience. .},
      url = {http://library.usi.edu/record/779843},
      doi = {https://doi.org/10.1007/978-3-319-51753-7},
}