Dynamics of markets : the new financial economics /

This second edition presents the advances made in finance market analysis since 2005. The book provides a careful introduction to stochastic methods along with approximate ensembles for a single, historic time series. The new edition explains the history leading up to the biggest economic disaster o...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: McCauley, Joseph L.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York : Cambridge University Press, 2009.
Edición:2nd ed.
Temas:
Finance > Mathematical models.
Finance > Statistical methods.
Business mathematics.
Markets > Mathematical models.
Statistical physics.
Finances > Modèles mathématiques.
Finances > Méthodes statistiques.
Mathématiques financières.
Physique statistique.
BUSINESS & ECONOMICS > Finance.
Business mathematics
Finance > Mathematical models
Finance > Statistical methods
Markets > Mathematical models
Statistical physics
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Econophysics : why and what
  • Neo-classical economic theory
  • Probability and stochastic processes
  • Introduction to financial economics
  • Introduction to portfolio selection theory
  • Scaling, pair correlations, and conditional densities
  • Statistical ensembles : deducing dynamics from time series
  • Martingale option pricing
  • FX market globalization : evolution of the dollar to worldwide reserve currency
  • Macroeconomics and econometrics : regression models vs empirically based modeling
  • Complexity.

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