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Financial market complexity

By: Johnson, Neil F.
Contributor(s): Jefferies, Paul | Hui, Pak Ming.
Publisher: Oxford : Oxford University Press, 2003Description: x, 254 p. ; ill. 25 cm.ISBN: 9780198526650.Subject(s): Statistical physics | Mathematical models | Statistical methods | Finance | Physique statistique | Autocorrelation | Black-scholes | Central Limit Theorem | EI Farol Market Model | Markov chain | NYSE composite index | Optimal hedge | Probability distribution function | Reward structuer | Stylized facts | Vasicek modelDDC classification: 332.501519 Summary: 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?
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Books 332.501519 JOH (Browse shelf) Available 033301

Includes bibliographical references and index.

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?

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