Dynamics of Markets: Econophysics and Finance. hardcover 226 p.
McCauley, Joseph. 著
内容
目次
Preface; 1. The moving target; 2. Neo-classical economic theory; 3.Probability and stochastic processes; 4. Scaling the ivory tower of finance;5. Standard betting procedures in portfolio selection theory; 6. Dynamics offinancial markets, volatility and option pricing; 7. Thermodynamic analogiesvs. instability of markets; 8. Scaling, correlations and cascades in financeand turbulence; 9. What is complexity?; References; Index.
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