Dynamics of markets : the new financial economics [E-Book] / Joseph L. McCauley.
McCauley, Joseph L., (author)
Second edition.
Cambridge : Cambridge University Press, 2009
1 online resource (xv, 270 pages)
englisch
9780511805448
9780521429627
Full Text
Table of Contents:
  • 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.