Dynamics of markets/ (Record no. 176880)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00417nam a2200145Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780521429627 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | MCC/D |
| 245 #0 - TITLE STATEMENT | |
| Title | Dynamics of markets/ |
| Sub title | the new financial economics |
| Statement of responsibility, etc. | McCauley,Joseph L. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Cambridge, UK: |
| Name of publisher, distributor, etc. | Cambridge University Press, |
| Date of publication, distribution, etc. | 2009. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xv, 270 p |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1 Econophysics; why and what<br/>1.1 Why econophysics?<br/>1.2 Invariance principles and laws of nature<br/>1.3 Humanly invented law can always be violated<br/>1.4 Origins of econophysics<br/>1.5 A new direction in econophysics<br/>2 Neo-classical economic theory<br/>2.1 Why study "optimizing behavior"?<br/>2.2 Dissecting neo-classical economic theory (microeconomics)<br/>2.3 The myth of equilibrium via perfect information<br/>2.4 How many green jackets does a consumer want?<br/>2.5 Macroeconomics<br/>3 Probability and stochastic processes<br/>3.1 Elementary rules of probability theory<br/>3.2 Ensemble averages formed empirically<br/>3.3 The characteristic function<br/>3.4 Transformations of random variables<br/>3.5 Laws of large numbers<br/>3.6 Examples of theoretical distributions<br/>3.7 Stochastic processes<br/>3.8 Stochastic calculus<br/>3.9 Ito processes<br/>3.10 Martingales and backward-time diffusion<br/>4 Intruduction to financial economics<br/>4.1 What docs no-arbitragc mean?<br/>4.2 Nonfalsifiablc nolions of value<br/>4.3 The Gambler's Ruin<br/>4.4 The Modigliani Miller argument<br/>4.5 Excess demand in uncertain markets<br/>4.6 Misidentifieation of equilibrium in economics<br/>and finance<br/>4.7 Searching for Adam Smith's Unreliable Hand<br/>4.8 Martingale markets (efficient markets)<br/>4.9 Stationary markets; value and inefficiency<br/>4.10 Black's "equilibrium": dreams of recurrence in the market<br/>4.1 1 Value in real, nonstationary markets<br/>4.12 Liquidity, noise traders, crashes, and fat tails<br/>4.13 Long-term capital management<br/>5 Introduction to portfolio .selection theory<br/>5.1 Introduction<br/>5.2 Risk and return<br/>5.3 Diversification and correlations<br/>5.4 The CAPM portfolio selection strategy<br/>5.5 Hedging with options<br/>5.6 Stock shares as options on a firm's as.sets<br/>5.7 The Black-Scholes model<br/>5.8 The CAPM option pricing strategy<br/>5.9 Backward-time diffusion: solving the Black-Scholes pde<br/>5.10 Enron 2002<br/>6 Scaling, pair correlations, and conditional densitie.s<br/>6.1 Hurst exponent .scaling<br/>6.2 Selfsimilar I to processes<br/>6.3 Long time increment correlations<br/>6.4 The minimal description of dynamics<br/>6.5 .Scaling of correlations and conditional probabilities?<br/>7 Statistical ensembles: deducing dynamics from time series<br/>7. 1 Detrending economic \ariables<br/>7.2 En.semble averages constructed from time series<br/>7.3 Time series analysis<br/>7.4 Deducing dynamics from time series<br/>7.5 Early evidence for variable diffusion models<br/>7.6 Volatility measures<br/>7.7 Spurious stylized facts<br/>7.8 An sde for increments?<br/>7.9 Topological inequivalence of stationary and<br/>nonstationary processes<br/>8 Martingale option pricing<br/>8.1 Introduction<br/>8.2 Fair option pricing<br/>8.3 Pricing options approximately via the exponential density<br/>8.4 Option pricing with fat tails<br/>8.5 Portfolio insurance and the 1987 crash<br/>8.6 Collateralized mortgage obligations<br/>9 FX market globalization: evolution of the Dollar to worldwide<br/>reserve currency<br/>9.1 Introduction<br/>9.2 The money supply and nonconservation of tiioney<br/>9.3 The gold standard<br/>9.4 How FX market stability worked on the gold standard<br/>9.5 FX markets ffom WWI to WWII<br/>9.6 The era of "adjustable pegged" FX rates<br/>9.7 Emergence of deregulation<br/>9.8 Deficits, the money supply, and inflation<br/>9.9 Derivatives and shadow banking<br/>9.10 Theory of value under instability<br/>9.1 1 How may regulations change the market?<br/>10 Macroeconomics and econometrics: regression models vs<br/>empirically based modeling<br/>10.1 Introduction<br/>10.2 Muth's rational expectations<br/>10.3 Rational expectations in stationary markets<br/>10.4 Toy models of monetary policy<br/>10.5 The monetarist argument against government<br/>intervention<br/>10.6 Rational expectations in a nonstationary world<br/>10.7 Integration I(J) and cointegration<br/>10.8 ARCH and GARCH models of volatility<br/>11 Complexity<br/>11.1 Reductionism and holism<br/>11.2 What does "complex" mean?<br/>11.3 Replication, mutations, and reliability<br/>11.4 Emergence and self-organization |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | AC Sinha Collection |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Date last checked out | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 29/08/2016 | 332.015195 MCC/D | P31882 | 12/07/2018 | 12/07/2018 | General Books |