Dynamics of markets : the new financial economics / Joseph L. McCauley.

Author/creator McCauley, Joseph L.
Format Book
Edition2nd ed.
Publication InfoCambridge, UK ; New York : Cambridge University Press, 2009.
Descriptionxv, 270 pages : illustrations ; 26 cm
Subjects

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.
Bibliography noteIncludes bibliographical references (p. 261-267) and index.
LCCN 2009015596
ISBN9780521429627 (hardback)
ISBN0521429625 (hardback)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG106 .M4 2009 ✔ Available Place Hold