000			a
999			_c30836 _d30836
008			220902b xxu||||| |||| 00| 0 eng d
020			_a9780198526650
082			_a332.501519 _bJOH
100			_aJohnson, Neil F.
245			_aFinancial market complexity
260			_bOxford University Press, _c2003 _aOxford :
300			_ax, 254 p. ; _bill. _c25 cm
365			_b80.00 _cGBP _d99.60
504			_aIncludes bibliographical references and index.
520			_aThis 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			_aStatistical physics
650			_aMathematical models
650			_aStatistical methods
650			_aFinance
650			_aPhysique statistique
650			_aAutocorrelation;
650			_aBlack-scholes
650			_a Central Limit Theorem
650			_aEI Farol Market Model
650			_aMarkov chain
650			_aNYSE composite index
650			_a Optimal hedge
650			_aProbability distribution function
650			_a Reward structuer
650			_aStylized facts
650			_aVasicek model
700			_aJefferies, Paul
700			_aHui, Pak Ming
942			_2ddc _cBK