|
DYNAMICS OF MARKETS THE NEW FINACIAL ECONOMICS
MCCAULEY J.L. J.L. wydawnictwo: CAMBRIDGE UP , rok wydania 2009, wydanie I cena netto: 270.00 Twoja cena 256,50 zł + 5% vat - dodaj do koszyka This second edition presents the advances made in finance market analysis since
2005. The book provides a careful introduction to stochastic methods along with
approximate ensembles for a single, historic time series. The new edition explains the
history leading up to the biggest economic disaster of the 21st century. Empirical
evidence for finance market instability under deregulation is given, together with a
history of the explosion of the US Dollar worldwide. A model shows how bounds set by a
central bank stabilized FX in the gold standard era, illustrating the effect of
regulations. The book presents economic and finance theory thoroughly and critically,
including rational expectations, cointegration and arch/garch methods, and replaces
several of those misconceptions by empirically based ideas.
This book will be of interest to finance theorists, traders, economists, physicists and
engineers, and leads the reader to the frontier of research in time series analysis.
286 pages, Hardcover
Po otrzymaniu zamówienia poinformujemy, czy wybrany tytuł polskojęzyczny lub
anglojęzyczny jest aktualnie na półce księgarni.
|