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Dynamics of Markets 2nd Edition by Joseph Mccauley ISBN 978-0521429627 0521429625

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Dynamics of Markets 2ed. Edition Joseph L. Mccauley Digital Instant Download

Author(s): Joseph L. McCauley
ISBN(s): 9780521429627, 0521429625
Edition: 2ed.
File Details: PDF, 1.66 MB
Year: 2009
Language: english
SKU: EB-1437052 Category: Tag:

Dynamics of Markets 2nd  Edition by Joseph L. Mccauley – Ebook PDF Instant Download/Delivery: 978-0521429627, 0521429625
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Product details: 

ISBN 10:0521429625

ISBN 13:  978-0521429627

Author:  Joseph L. Mccauley

This second edition presents the advances made in finance market analysis since 2005. The book provides a careful introduction to stochastic methods along with approximate ensembles for a single, historic time series. The new edition explains the history leading up to the biggest economic disaster of the 21st century. Empirical evidence for finance market instability under deregulation is given, together with a history of the explosion of the US Dollar worldwide. A model shows how bounds set by a central bank stabilized FX in the gold standard era, illustrating the effect of regulations. The book presents economic and finance theory thoroughly and critically, including rational expectations, cointegration and arch/garch methods, and replaces several of those misconceptions by empirically based ideas. This book will be of interest to finance theorists, traders, economists, physicists and engineers, and leads the reader to the frontier of research in time series analysis.
 

Table of contents: 

  1. Econophysics: Why and What

  2. Neo-Classical Economic Theory

  3. Probability and Stochastic Processes

  4. Introduction to Financial Economics

  5. Introduction to Portfolio Selection Theory

  6. Scaling, Pair Correlations, and Conditional Densities

  7. Statistical Ensembles: Deducing Dynamics from Time Series

  8. Martingale Option Pricing

  9. FX Market Globalization: Evolution of the Dollar to Worldwide Reserve Currency

  10. Macroeconomics and Econometrics: Regression Models vs Empirically Based Modeling

  11. Complexity

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Tags: Joseph Mccauley, Dynamics of Markets