نوع مقاله : پژوهشی

نویسنده

استادیار بخش حساب‌داری و مالی، دانشکدۀ اقتصاد و مدیریت و حساب‌داری، دانشگاه یزد

چکیده

کتاب فیزیک مالی سرگذشت تاریخی تعامل دانش فیزیک و مالی را مرور می‌کند. نویسندة کتاب، به‌گونه‌ای بینامتنی، چگونگی راه‌یابی مدل‌های دانش فیزیک به مسائل مالی را تشریح می‌کند و درپی آن است تا نشان دهد: استفاده از مدل‌ها و تحلیل کمی توسط کوانت‌ها (تحلیل‌گران کمی مالی) بی‌آن‌که عاملی تعیین‌کننده یا مقصر در بحران مالی 2007- 2008 باشد، سیمای آیندة دانش مالی را شکل خواهد داد. در این مقاله، ضمن معرفی کلی این اثر، جنبه‌های گوناگون آن از حیث صوری و محتوایی با تکیه بر مفاهیم بینامتنیت و مطالعات بین‌رشته‌ای، به بوتة نقد گذاشته می‌شود. منظور از دیدگاه بینامتنی سطحی از تحلیل است که رابطة فیزیک (به‌عنوان متن «الف») و مالی (به‌عنوان متن «ب») را بررسی می‌کند و منظور از دیدگاه بین‌رشته‌ای سطحی از تحلیل است که رابطة آن‌ها را به‌عنوان دو رشته مدنظر قرار می‌دهد. رشته‌هایی که موضوع، روش، و غایت خود را دارند. پس از این بررسی‌ها مشخص می‌شود که مهم‌ترین مزیت کتاب فیزیک مالی فرم روایت و نگاه تاریخی و دقیق و مهم‌ترین کاستی آن چشم‌پوشی از نقدهای روشنی است که اقتصاددانان رفتاری و دیگر منتقدان کمی‌گرای مالی به فیزیک مالی وارد کرده‌اند.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Physics of Finance as an Interdisciplinary Field: A Critical Approach to the Contributions of Physics to Finance

نویسنده [English]

  • Hojjatollah Sadeqi

Assistant Professor of Finance and Accounting, Yazd University

چکیده [English]

 
 
 The book, Physics of Finance, reviews the historical story of interactions between physics and finance. The author of the book describes how models of physics focus on financial issues in an intertextual way and seeks to demonstrate the proliferation of physical models in finance and how the quantitative analysis of Quants (quantitative financial analysts) - as an antecedent of the 2008-2007 financial crisis or not-, will shape the future of financial knowledge. In this paper, while introducing the whole structure of the book, its various aspects of form and content are criticized based on the concepts of intertextuality and interdisciplinary studies. The intertextual approach is a level of analysis that examines the relationship between physics (as text A) and finance (as text B), and the interdisciplinary view is a level of analysis that describes their relationship as two distinct disciplines. These two disciplines have their own subject, method, and purpose. Following these studies, the main advantage of the book are the narrative form, the historical, precise look, and its main drawbacks are to ignore the clear critique of behavioral economists and other quantitative financial critics into financial physics.

کلیدواژه‌ها [English]

  • Physics of Finance
  • 2007-2008 Financial Crisis
  • Intertextuality
  • Interdisciplinary Studies
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