Dynamics of markets : the new financial economics
Joseph L. McCauley
| Year of publication: |
2009 ; 2. ed.
|
|---|---|
| Authors: | McCauley, Joseph L. |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Dynamische Wirtschaftstheorie | Economic dynamics | Thermodynamischer Ansatz | Economic thermodynamics | Finanzmathematik | Mathematical finance | Ökonophysik | Econophysics | Finanzkrise | Financial crisis | Theorie | Theory | Kreditmarkt | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XV, 270 S. graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Originally published: 2004. - Includes index Econophysics : why and what -- Neoclassical 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. 0909 |
| ISBN: | 978-0-521-42962-7 ; 0-521-42962-5 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003825557