Dynamics of markets
Subtitle: the new financial economics
By: Joseph L. McCauley.
Edition: 2nd ed.
Publisher: Cambridge University Press
Published: 2009
Place of publication: New York
Language: eng
Number of pages: 270
ISBN-13: 9780521429627
Subjects: Finance -- Mathematical models; Finance -- Statistical methods; Business mathematics; Markets -- Mathematical models; Statistical physics
Notes: Includes bibliographical references.
Table of contents: title: Econophysics : why and what; title: Neoclassical economic theory; title: Probability and stochastic processes; title: Introduction to financial economics; title: Introduction to portfolio selection theory; title: Scaling, pair correlations, and conditional densities; title: Statistical ensembles deducing dynamics from time series; title: Martingale option pricing; title: FX market globalization : evolution of the dollar to worldwide reserve currency; title: Macroeconomics and econometrics : regression models vs empirically based modeling; title: Complexity.