The New Financial Economics
Hardback
Publication Date: 03/09/2009
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.
- ISBN:
- 9780521429627
- 9780521429627
- Category:
- Physics
- Format:
- Hardback
- Publication Date:
- 03-09-2009
- Language:
- English
- Publisher:
- Cambridge University Press
- Country of origin:
- United Kingdom
- Edition:
- 2nd Edition
- Dimensions (mm):
- 253x178x16mm
- Weight:
- 0.72kg
Click 'Notify Me' to get an email alert when this item becomes available
Great!
Click on Save to My Library / Lists
Click on Save to My Library / Lists
Select the List you'd like to categorise as, or add your own
Here you can mark if you have read this book, reading it or want to read
Awesome! You added your first item into your Library
Great! The fun begins.
Click on My Library / My Lists and I will take you there
Click on My Library / My Lists and I will take you there
Reviews
Be the first to review Dynamics of Markets.
Share This Book: