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Dynamics of markets : = the new fina...

McCauley, Joseph L.

Dynamics of markets : = the new financial economics /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Dynamics of markets :/ Joseph L. McCauley.
Reminder of title:	the new financial economics /
Author:	McCauley, Joseph L.
Published:	Cambridge, UK ;Cambridge University Press, : 2009:,
Description:	xv, 270 p. :ill. ; : 26 cm.;
Subject:	Finance - Mathematical models. -
ISBN:	9780521429627 (cloth) :

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

Dynamics of markets :the new financial economics /Joseph L. McCauley. - 2nd ed. - Cambridge, UK ;Cambridge University Press,2009: - xv, 270 p. :ill. ;26 cm.

Includes bibliographical references (p. 261-267) and index.

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.

ISBN: 9780521429627 (cloth) :NT2412

LCCN: 2009015596Subjects--Topical Terms:

557653
Finance
--Mathematical models.

LC Class. No.: HG106 / .M4 2009

Dewey Class. No.: 332.01/5195

Dynamics of markets : = the new financial economics /
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020 $a 9780521429627 (cloth) : $c NT2412
020 $a 0521429625 (cloth)
035 $a (OCoLC)ocn317918749
035 $a 2009015596
040 $a DLC $c DLC $d BTCTA $d YDXCP $d BWKUK $d BWK $d DLC $d NFU
041 0 # $a eng
050 0 0 $a HG106 $b .M4 2009
082 0 0 $a 332.01/5195 $2 22
100 1 $a McCauley, Joseph L. $3 719513
245 1 0 $a Dynamics of markets : $b the new financial economics / $c Joseph L. McCauley.
250 $a 2nd ed.
260 # $a Cambridge, UK ; $a New York , $c 2009: $b Cambridge University Press,
300 $a xv, 270 p. : $b ill. ; $c 26 cm.
504 $a Includes bibliographical references (p. 261-267) and index.
505 0 # $a 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.
650 # 0 $a Finance $x Mathematical models. $3 557653
650 # 0 $a Finance $x Statistical methods. $3 595278
650 # 0 $a Business mathematics. $3 557696
650 # 0 $a Markets $x Mathematical models. $3 719514
650 # 0 $a Statistical physics. $3 528048