Dynamics of markets the new financial economics
Econophysics : why and what -- Neoclassical 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 serie...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Cambridge u.a.
Cambridge Univ. Press
2009
|
| Ausgabe: | 2. ed. |
| Schlagworte: |
Portfolio-Management
> Kapitalmarkttheorie
> Dynamische Wirtschaftstheorie
> Thermodynamischer Ansatz
> Finanzmathematik
> Ökonophysik
> Finanzkrise
> Theorie
> Finance
> Mathematical models
> Statistical methods
> Business mathematics
> Markets
> Statistical physics
> Kreditmarkt
> Mathematisches Modell
|
| Online Zugang: | Inhaltsverzeichnis Inhaltstext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Tag hinzufügen | Zusammenfassung: | Econophysics : why and what -- Neoclassical 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. |
|---|---|
| Beschreibung: | Originally published: 2004. - Includes index |
| Beschreibung: | XV, 270 S. graph. Darst |
| ISBN: | 9780521429627 978-0-521-42962-7 0521429625 0-521-42962-5 |