Infopaket

ECONOPHYSICS

ВБ 1.06

Вибіркова дисципліна для ОП

First

2021/2022

7 Trimester

4

The student must know the essence and features of economic physics; history of origin, goals, purpose; relationship between economics and physics; physical economy or economic physics; the main principles and essence of financing global economic processes; the essence of the globalization of the world financial environment; basics of financial mathematics and physical economics; time value of money; financial markets; currency, credit and financial risks and methods of their insurance; basic models of economic physics; the essence of quantum mechanics and the peculiarities of their manifestations in the economy; thermodynamic equations and the Black-Scholes option pricing model; the essence of the Monte Carlo method; problems and prospects of symbiosis and adaptability of economics and physics; the nature of international currency, financial and credit relations

Full-time form

Prerequisites; 1) successful mastery of the disciplines "Mechanics", "Mathematical analysis", "Molecular physics", "Economic theory", "Microeconomics", "Macroeconomics", "Development of physical theories", "Methods of mathematical physics", "Radioelectronics", "Investment activity and investing", "Optics", "Electrodynamics", "Quantum mechanics", "Oscillations and waves", "Management", "Statistical physics", "Finance"; 2) be able to evaluate, analyze the causes and consequences of changes in the economic situation, taking into account economic and political factors under conditions of uncertainty; knowledge of the basics of economic theory, micro- and macroeconomic problems of the functioning of the modern economic environment, in particular the financial market of business, both domestic and foreign, in combination with the relevant laws, methods and methodologies of physics; 3) possession of basic analytical skills, critical thinking, fundamental analysis.

The academic discipline is dedicated the study of duality, but rather an interdisciplinary approach to clarifying features, goals and objectives of Econophysics: economic background and physical manifestations and models in the economic environment. Econophysics is a system of knowledge that combines conceptual foundations and principles of organization, functioning of complex systems world and national economies, globalization of currency and financial markets, creation of a global network of multinational (global) corporations, taking into account the practical aspects of their functioning at the current stage, digitization and virtualization of the economic space with tools, techniques, phenomena, methods used in physics.

1. Генрі Кіссінджер. Світовий порядок. Роздуми про характер націй в історичному контексті / пер. з англ. Надія Коваль. – 2-ге вид. – К.: Наш формат, 2018. – 320 с. 2. Глобальний фінансовий розвиток: тенденції, технології, регулювання. Монографія / Луцишин З.О., Мозговий О.М., Руденко-Сударєва Л.В. та ін., / К. : КНЕУ, 2017. – 784 с. 3. Ло Е. Адаптивні ринки. Фінансова еволюція на швидкості думки / Ендрю Ло; пер. з англ. І. Терещенка, В. Зенгви, Н. Молчанової. – Київ: Форс Україна, 2018. – 560 с. 4. Моцний Ф. Економіка-фізична наука? – Доступно з: https://zn.ua/ukr/science/ekonomika_fizichna_nauka.html 5. Chena S.-H., Lib S.-P. Econophysics: Bridges Over a Turbulent Current // International Review of Financial Analysis. 2012. Vol. 23. Pp. 1–10. DOI: 10.1016/j. irfa.2011.07.001. 6. Cockshott W.P., Cottrell A.F. Classical Econophysics. Routledge, 2009. 364 p.

Lectures, seminars, independent work.

The semester number of points is formed by points, obtained by the acquirer in the process of assimilation of material from all topics of the two content modules of their work during lectures and practical classes and performance of individual research and analytical or creative and analytical works. Final evaluation in the form of an exam: the maximum number of points in the exam is 40 points, the minimum number of points that are added to semester points is 24 points (60% of the maximum the number of points assigned to the exam).

Ukrainian