Financial market complexity
By: Neil F. Johnson, Paul Jefferies, Pak Ming Hui.
Contributors: Jefferies, Paul.; Hui, Pak Ming.
Publisher: Oxford University Press
Published: 2003
Place of publication: Oxford
Language: eng
Number of pages: 240
Subjects: Finance -- Statistical methods.; Finance -- Mathematical models.; Statistical physics.
Description: This work draws on ideas from the science of complexity and complex systems, to address the following questions: how do financial markets behave? why is this? and what can we do to minimize risk, given this behaviour?
Notes: Includes bibliographical references and index.