TY  - BOOK
AU  - McCauley,Joseph L.
TI  - Dynamics of markets: the new financial economics 
SN  - 0521429625
AV  - HG106 .M4 2009
U1  - 332.015195 22
PY  - 2009///
CY  - Cambridge, U.K., New York
PB  - Cambridge University Press
KW  - Finance
KW  - Mathematical models
KW  - Statistical methods
KW  - Business mathematics
KW  - Markets
KW  - Statistical physics
N1  - 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
ER  -