Extent:
Online-Ressource (ix, 148 p)
ill
26 cm
Type of publication: Book / Working Paper
Language: English
Notes:
Includes bibliographical references (p. 137-144) and index
Cover; Half-title; Title; Copyright; Contents; Preface; Dedication; 1 Introduction; 2 Efficient market hypothesis; 3 Random walk; 4 Lévy stochastic processes and limit theorems; 5 Scales in financial data; 6 Stationarity and time correlation; 7 Time correlation in financial time series; 8 Stochastic models of price dynamics; 9 Scaling and its breakdown; 10 ARCH and GARCH processes; 11 Financial markets and turbulence; 12 Correlation and anticorrelation between stocks; 13 Taxonomy of a stock portfolio; 14 Options in idealized markets; 15 Options in real markets; Appendix A: Notation guide
Appendix B: MartingalesReferences; Index
Electronic reproduction; Available via World Wide Web
ISBN: 0-521-62008-2 ; 978-0-521-62008-6
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012672582