Financial Market Complexity

Neil F. Johnson, Paul Jefferies, Pak Ming Hui

240 pages, parution le 11/07/2003

Ajouter à une liste

Indisponible

Résumé

Scientific analysis of today's financial markets
Theory of complex systems applied to financial markets
Provides full mathematical details
Covers wide range of econophysics topics
Addresses finance practitioners and academics

This book takes a fresh look at understanding how financial markets behave. Using recent ideas from the highly-topical science of complexity and complex systems, the book provides the basis for a unified theoretical description of how today's markets really work. Since financial markets are an excellent example of a complex system, the book also doubles as a science textbook.

Readership: The book will appeal to finance practitioners and students (final year undergraduate and beyond) from finance and science backgrounds alike.

Financial markets as complex systems
Standard finance theory
A complex walk down Wall Street
Financial market models with global interactions
Financial market models with local interactions
Non-zero risk in the real world
Deterministic dynamics, chaos and crashes

L'auteur - Neil F. Johnson

Neil F. Johnson, Oxford University; also co-Director of Oxford Centre for Computational Finance at Oxford University

L'auteur - Paul Jefferies

Paul Jefferies, Epagoge Financial Research

L'auteur - Pak Ming Hui

Chinese University of Hong Kong

Caractéristiques techniques

	PAPIER
Éditeur(s)	Oxford University Press
Auteur(s)	Neil F. Johnson, Paul Jefferies, Pak Ming Hui
Parution	11/07/2003
Nb. de pages	240
Format	17 x 24,5
Couverture	Relié
Poids	650g
Intérieur	Noir et Blanc
EAN13	9780198526650
ISBN13	978-0-19-852665-0