McCauley, Joseph L., <br/><br/>
Dynamics of markets :  the new financial economics / 
Joseph L. McCauley. 
 - Second edition. 
 - xv, 270 pages :  illustrations ;  26 cm 
<br/><br/>Includes bibliographical references (pages 261-267) and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>0521429625 9780521429627 
<br/><br/><label>LCCN: </label>2009015596 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Mathematical models<br/>Finance--Statistical methods<br/>Business mathematics.<br/>Markets--Mathematical models<br/>Statistical physics.
<br/><br/><label>LC Class. No.: </label>HG106  / .M4 2009 
<br/><br/><label>Dewey Class. No.: </label>332.015195