Why stock markets crash : critical events in complex financial systems /

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The scientific study of complex systems has transformed a wide range of disciplines in recent years, enabling researchers in both the natural and social sciences to model and predict phenomena as diverse as earthquakes, global warming, demographic patterns, financial crises, and the failure of mater...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Sornette, Didier, 1957-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, N.J. : Princeton University Press, ©2003.
Temas:
Financial crises > History.
Stocks > Prices > History.
Financial crises > United States > History.
Stock exchanges > United States > History.
Critical phenomena (Physics)
Complexity (Philosophy)
Krachs > Histoire.
Actions (Titres de société) > Prix > Histoire.
Krachs > États-Unis > Histoire.
Bourse > États-Unis > Histoire.
Phénomène critique (Physique)
Complexité (Philosophie)
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
BUSINESS & ECONOMICS > Economics > Theory.
Financial crises.
Stock exchanges.
Stocks > Prices.
Börse
Finanzwirtschaft
Krise
Effectenbeurzen.
Financiële crises.
Crises boursières > États-Unis.
Phénomènes critiques (physique)
Crises boursières > Histoire.
Börse.
United States.
Electronic books.
History.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Ch. 1. Financial Crashes: What, How, Why, and When? What Are Crashes, and Why Do We Care? The Crash of October 1987. Historical Crashes. Extreme Events in Complex Systems. Is Prediction Possible? A Working Hypothesis
  • Ch. 2. Fundamentals of Financial Markets. The Basics. The Efficient Market Hypothesis and the Random Walk. Risk-Return Trade-Off
  • Ch. 3. Financial Crashes are "Outliers" What Are "Abnormal" Returns? Drawdowns (Runs). Drawdown Distributions of Stock Market Indices. The Presence of Outliers Is a General Phenomenon. Symmetry-Breaking on Crash and Rally Days. Implications for Safety Regulations of Stock Markets
  • Ch. 4. Positive Feedbacks. Feedbacks and Self-Organization in Economics.

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