Dynamics of markets : the new financial economics / Joseph L. McCauley.
| Author/creator | McCauley, Joseph L. |
| Format | Book |
| Edition | 2nd ed. |
| Publication Info | Cambridge, UK ; New York : Cambridge University Press, 2009. |
| Description | xv, 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 note | Includes bibliographical references (p. 261-267) and index. |
| LCCN | 2009015596 |
| ISBN | 9780521429627 (hardback) |
| ISBN | 0521429625 (hardback) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | HG106 .M4 2009 | ✔ Available | Place Hold |