Dynamics of markets : the new financial economics / Joseph L. McCauley.
Material type:
TextPublisher: Cambridge, U.K. ; New York : Cambridge University Press, 2009Edition: Second editionDescription: xv, 270 pages : illustrations ; 26 cmContent type: - text
- unmediated
- volume
- 0521429625
- 9780521429627
- 332.015195 22
- HG106 .M4 2009
Contents:
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.
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Book | City Campus City Campus Main Collection | 332.015195 MCC (Browse shelf(Opens below)) | 1 | Available | A508444B |
Browsing City Campus shelves, Shelving location: City Campus Main Collection Close shelf browser (Hides shelf browser)
| 332.015195 LEN Microfoundations of financial economics : an introduction to general equilibrium asset pricing / | 332.015195 LIM Financial valuation and econometrics / | 332.015195 MAC An engine, not a camera : how financial models shape markets / | 332.015195 MCC Dynamics of markets : the new financial economics / | 332.015195 MIL The econometric modelling of financial time series / | 332.015195 PRE A fast track to structured finance modeling, monitoring, and valuation : jump start VBA / | 332.015195 PRO Probability and statistics for finance / |
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.
Machine converted from AACR2 source record.
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