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Dynamics of Markets : The New Financial Economics

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Title: Dynamics of Markets : The New Financial Economics
Description: 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.
Authors: Joseph L. McCauley
Resource Type: eBook.
Subjects: Markets--Mathematical models, Statistical physics, Business mathematics, Finance--Mathematical models, Finance--Statistical methods
Categories: BUSINESS & ECONOMICS / Finance / General
Database: eBook Collection (EBSCOhost)
FullText Links:
  – Type: ebook-pdf
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  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 304829
RelevancyScore: 1025
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 1024.62744140625
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  Data: Dynamics of Markets : The New Financial Economics
– Name: Abstract
  Label: Description
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  Data: 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.
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  Data: <searchLink fieldCode="DE" term="%22Markets--Mathematical+models%22">Markets--Mathematical models</searchLink><br /><searchLink fieldCode="DE" term="%22Statistical+physics%22">Statistical physics</searchLink><br /><searchLink fieldCode="DE" term="%22Business+mathematics%22">Business mathematics</searchLink><br /><searchLink fieldCode="DE" term="%22Finance--Mathematical+models%22">Finance--Mathematical models</searchLink><br /><searchLink fieldCode="DE" term="%22Finance--Statistical+methods%22">Finance--Statistical methods</searchLink>
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 332.015195
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Markets--Mathematical models
        Type: general
      – SubjectFull: Statistical physics
        Type: general
      – SubjectFull: Business mathematics
        Type: general
      – SubjectFull: Finance--Mathematical models
        Type: general
      – SubjectFull: Finance--Statistical methods
        Type: general
    Titles:
      – TitleFull: Dynamics of Markets : The New Financial Economics
        Type: main
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          Name:
            NameFull: Joseph L. McCauley
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            NameFull: Joseph L. McCauley
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2009
            – D: 04
              M: 02
              Type: profile
              Y: 2014
          Identifiers:
            – Type: isbn-print
              Value: 9780521429627
            – Type: isbn-electronic
              Value: 9780511651700
          Titles:
            – TitleFull: Dynamics of Markets : The New Financial Economics
              Type: main
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