282
Index
Boltzmann distribution, 198
Boolean algebra, 224
Box-counting dimension, 123
Box-Jenkins, 102–103, 248
Box-plot, 93
Bretton-Woods agreement, 8, 13
Brokerage firm, 12
Bubble act, 115
Bubble-crash mechanism, 116–117
Bull market, 66
Bull spread, 66
Butterfly spread, 66, 68, 245
Byte, 196
C
Call option, 7–8, 29, 39–43, 45, 47–51, 64–
68, 267
Cantor set, 123–124, 142, 251, 269
Capital allocation line, 22, 23
Capital asset pricing model, 24–26, 235
Capital market line, 22–24
CAPM. See Capital asset pricing model
Cash flow, 26–27, 235
discounted, 26
Cauchy distribution, 121, 250
Central bank, 8, 12, 61, 171
Central limit theorem, 130, 250
Channel capacity, 208
continuous, 206
discrete, 203
Channel coding theorem, 203
χ 2 -distribution, 77–79, 81, 86
Ciphertext, 207–209, 230
Clearing house, 12
CO 2 data analysis, 91–102
Cobb-Douglas function, 172, 177, 191
Completeness relation, 146, 154
Conditional probability, 200, 256
Confidence level, 82
Continued fraction expansion, 229
Control law, 174, 188, 190, 254
Controller, 178
Convolution, 35, 128, 142, 158
Coprime, 213
Corona virus, 73
Costate variables, 182–184, 187
Covariance matrix, 18–25, 72, 245, 265
Cryptocurrency, 9, 193
Bitcoin, 218–221
Ethereum, 221–223
Cryptography, 207–217
AES, 210
Alice, Bob, and Eve, 207
DES, 209
Diffie-Hellman, 211, 258
ECDH, 217
ECDSA, 217, 230, 258
elliptic curve, 214–217
key distribution problem, 209
public-key systems, 211–217
RSA, 212–214, 258
trapdoor function, 212
Triple-DES, 209
Cumulant expansion, 128, 250
Cumulative normal distribution, 41, 243
D
DAO. See Decentralized autonomous organization
Decentralized autonomous organization,
223
Derivative, 6–8, 47
Diffie, W., 211
Diffusion equation, v, 34, 237
Diffusion process, 33–36, 156
Dirac’s notation, 146, 225
Discount factor, 9, 31, 168, 177, 191
Donkey’s problem, 178, 184–187, 276
Dot-com crash, 116
Double coincident of wants, 8
Dow Jones, 5, 113
Dynamic programming, 174
E
Econophysics, 1, 2
Econs, 117
Efficient market hypothesis, 10, 26, 53, 106,
113
Einstein, A., 1, 32
Elliptic curve
adding points, 214
generator point, 216
secp256k1, 214, 219
Entangled state, 226, 229
Entropy
and information, 195, 256
chain rule, 202, 257
conditional, 202, 256
joint, 201, 256—257
thermodynamic, 199
Ethereum, 221
DApps, 223
ether, 221
Ganache test blockchain, 280
Index
Boltzmann distribution, 198
Boolean algebra, 224
Box-counting dimension, 123
Box-Jenkins, 102–103, 248
Box-plot, 93
Bretton-Woods agreement, 8, 13
Brokerage firm, 12
Bubble act, 115
Bubble-crash mechanism, 116–117
Bull market, 66
Bull spread, 66
Butterfly spread, 66, 68, 245
Byte, 196
C
Call option, 7–8, 29, 39–43, 45, 47–51, 64–
68, 267
Cantor set, 123–124, 142, 251, 269
Capital allocation line, 22, 23
Capital asset pricing model, 24–26, 235
Capital market line, 22–24
CAPM. See Capital asset pricing model
Cash flow, 26–27, 235
discounted, 26
Cauchy distribution, 121, 250
Central bank, 8, 12, 61, 171
Central limit theorem, 130, 250
Channel capacity, 208
continuous, 206
discrete, 203
Channel coding theorem, 203
χ 2 -distribution, 77–79, 81, 86
Ciphertext, 207–209, 230
Clearing house, 12
CO 2 data analysis, 91–102
Cobb-Douglas function, 172, 177, 191
Completeness relation, 146, 154
Conditional probability, 200, 256
Confidence level, 82
Continued fraction expansion, 229
Control law, 174, 188, 190, 254
Controller, 178
Convolution, 35, 128, 142, 158
Coprime, 213
Corona virus, 73
Costate variables, 182–184, 187
Covariance matrix, 18–25, 72, 245, 265
Cryptocurrency, 9, 193
Bitcoin, 218–221
Ethereum, 221–223
Cryptography, 207–217
AES, 210
Alice, Bob, and Eve, 207
DES, 209
Diffie-Hellman, 211, 258
ECDH, 217
ECDSA, 217, 230, 258
elliptic curve, 214–217
key distribution problem, 209
public-key systems, 211–217
RSA, 212–214, 258
trapdoor function, 212
Triple-DES, 209
Cumulant expansion, 128, 250
Cumulative normal distribution, 41, 243
D
DAO. See Decentralized autonomous organization
Decentralized autonomous organization,
223
Derivative, 6–8, 47
Diffie, W., 211
Diffusion equation, v, 34, 237
Diffusion process, 33–36, 156
Dirac’s notation, 146, 225
Discount factor, 9, 31, 168, 177, 191
Donkey’s problem, 178, 184–187, 276
Dot-com crash, 116
Double coincident of wants, 8
Dow Jones, 5, 113
Dynamic programming, 174
E
Econophysics, 1, 2
Econs, 117
Efficient market hypothesis, 10, 26, 53, 106,
113
Einstein, A., 1, 32
Elliptic curve
adding points, 214
generator point, 216
secp256k1, 214, 219
Entangled state, 226, 229
Entropy
and information, 195, 256
chain rule, 202, 257
conditional, 202, 256
joint, 201, 256—257
thermodynamic, 199
Ethereum, 221
DApps, 223
ether, 221
Ganache test blockchain, 280