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Dynamics of markets

by Joseph L. McCauley | 03 September 2009
Hardback
Category: Science Academic
Synopsis
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.
€83.99
251 Reward Points
Currently out of stock
Delivery in 5-7 Days
Eligible for free delivery

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

Synopsis
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.
€83.99
251 Reward Points
Currently out of stock
Delivery in 5-7 Days
Eligible for free delivery

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!


Product Details

ISBN - 9780521429627
Format - Hardback
Publisher -
Published - 03/09/2009
Categories - All, Books, Business Computers, Finance, Economics, All, Books, Education, Science Academic
No. of Pages - 286
Weight - 730
Edition - 2nd Edition
Series - - Not Available
Page Size - 26
Language - en-US
Readership Age - Not Available
Table of Contents - Not Available

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