عنوان

Dynamics of markets :

شابک

051160369X

شابک

0511651708

شابک

0511805446

شابک

0521429625

شابک

9780511603693

شابک

9780511651700

شابک

9780511805448

شابک

9780521429627

شماره

b719058

عنوان اصلي

Dynamics of markets :

نام عام مواد

[Book]

ساير اطلاعات عنواني

the new financial economics /

نام نخستين پديدآور

Joseph L. McCauley.

وضعيت ويراست

2nd ed.

محل نشرو پخش و غیره

New York :

نام ناشر، پخش کننده و غيره

Cambridge University Press,

تاریخ نشرو بخش و غیره

2009.

نام خاص و کميت اثر

1 online resource (xv, 270 pages) :

ساير جزييات

illustrations

متن يادداشت

Includes bibliographical references (pages 261-267) and index.

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

This second edition presents the advances made in finance market analysis since 2005. The book provides a careful introduction to stochastic methods along with approximate ensembles for a single, historic time series. The new edition explains the history leading up to the biggest economic disaster of the 21st century. Empirical evidence for finance market instability under deregulation is given, together with a history of the explosion of the US Dollar worldwide. A model shows how bounds set by a central bank stabilized FX in the gold standard era, illustrating the effect of regulations. The book presents economic and finance theory thoroughly and critically, including rational expectations, cointegration and arch/garch methods, and replaces several of those misconceptions by empirically based ideas. This book will be of interest to finance theorists, traders, economists, physicists and engineers, and leads the reader to the frontier of research in time series analysis.

منبع سفارش / آدرس اشتراک

MIL

شماره انبار

239366

عنوان

Dynamics of markets.

شماره استاندارد بين المللي کتاب و موسيقي

9780521429627

موضوع مستند نشده

Business mathematics.

موضوع مستند نشده

Finance-- Mathematical models.

موضوع مستند نشده

Finance-- Statistical methods.

موضوع مستند نشده

Markets-- Mathematical models.

موضوع مستند نشده

Statistical physics.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Finance.

موضوع مستند نشده

Business mathematics.

موضوع مستند نشده

Finance-- Mathematical models.

موضوع مستند نشده

Finance-- Statistical methods.

موضوع مستند نشده

Markets-- Mathematical models.

موضوع مستند نشده

Statistical physics.

موضوع مستند نشده

BUS-- 027000

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

McCauley, Joseph L.

تاريخ عمليات

20201208110624.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y