000 -LEADER |
fixed length control field |
a |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
220902b xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780198526650 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.501519 |
Item number |
JOH |
100 ## - MAIN ENTRY--PERSONAL NAME |
Personal name |
Johnson, Neil F. |
245 ## - TITLE STATEMENT |
Title |
Financial market complexity |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Name of publisher, distributor, etc |
Oxford University Press, |
Date of publication, distribution, etc |
2003 |
Place of publication, distribution, etc |
Oxford : |
300 ## - PHYSICAL DESCRIPTION |
Extent |
x, 254 p. ; |
Other physical details |
ill. |
Dimensions |
25 cm |
365 ## - TRADE PRICE |
Price amount |
80.00 |
Price type code |
GBP |
Unit of pricing |
99.60 |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc |
Includes bibliographical references and index. |
520 ## - SUMMARY, ETC. |
Summary, etc |
This work draws on ideas from the science of complexity and complex systems, to address the following questions: how do financial markets behave? why is this? and what can we do to minimize risk, given this behaviour? |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Statistical physics |
|
Topical term or geographic name as entry element |
Mathematical models |
|
Topical term or geographic name as entry element |
Statistical methods |
|
Topical term or geographic name as entry element |
Finance |
|
Topical term or geographic name as entry element |
Physique statistique |
|
Topical term or geographic name as entry element |
Autocorrelation; |
|
Topical term or geographic name as entry element |
Black-scholes |
|
Topical term or geographic name as entry element |
Central Limit Theorem |
|
Topical term or geographic name as entry element |
EI Farol Market Model |
|
Topical term or geographic name as entry element |
Markov chain |
|
Topical term or geographic name as entry element |
NYSE composite index |
|
Topical term or geographic name as entry element |
Optimal hedge |
|
Topical term or geographic name as entry element |
Probability distribution function |
|
Topical term or geographic name as entry element |
Reward structuer |
|
Topical term or geographic name as entry element |
Stylized facts |
|
Topical term or geographic name as entry element |
Vasicek model |
700 ## - ADDED ENTRY--PERSONAL NAME |
Personal name |
Jefferies, Paul |
|
Personal name |
Hui, Pak Ming |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
|
Item type |
Books |