Dynamics of Markets: The New Financial Economics

ISBN: 9780511601859 出版年：2009 页码：288 McCauley, Joseph L Cambridge University Press

Preface 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 Index.