| 000 -LEADER |
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| fixed length control field |
a |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
220902b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780198526650 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| 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) |
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| 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 |
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| Topical term or geographic name as entry element |
Statistical physics |
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| Topical term or geographic name as entry element |
Mathematical models |
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| Topical term or geographic name as entry element |
Statistical methods |
|
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| Topical term or geographic name as entry element |
Finance |
|
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| Topical term or geographic name as entry element |
Physique statistique |
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| Topical term or geographic name as entry element |
Autocorrelation; |
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| Topical term or geographic name as entry element |
Black-scholes |
|
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| Topical term or geographic name as entry element |
Central Limit Theorem |
|
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| Topical term or geographic name as entry element |
EI Farol Market Model |
|
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| Topical term or geographic name as entry element |
Markov chain |
|
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| Topical term or geographic name as entry element |
NYSE composite index |
|
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| Topical term or geographic name as entry element |
Optimal hedge |
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| Topical term or geographic name as entry element |
Probability distribution function |
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| Topical term or geographic name as entry element |
Reward structuer |
|
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| Topical term or geographic name as entry element |
Stylized facts |
|
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| 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 |