Dynamics of markets : the new financial economics /
McCauley, Joseph L.,
Dynamics of markets : the new financial economics / Joseph L. McCauley. - Second edition. - xv, 270 pages : illustrations ; 26 cm
Includes bibliographical references (pages 261-267) and index.
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.
0521429625 9780521429627
2009015596
Finance--Mathematical models
Finance--Statistical methods
Business mathematics.
Markets--Mathematical models
Statistical physics.
HG106 / .M4 2009
332.015195
Dynamics of markets : the new financial economics / Joseph L. McCauley. - Second edition. - xv, 270 pages : illustrations ; 26 cm
Includes bibliographical references (pages 261-267) and index.
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.
0521429625 9780521429627
2009015596
Finance--Mathematical models
Finance--Statistical methods
Business mathematics.
Markets--Mathematical models
Statistical physics.
HG106 / .M4 2009
332.015195