Dynamics of Markets: Econophysics and Finance

Dynamics of Markets: Econophysics and Finance

by Joseph L. McCauley


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Product Details

ISBN-13: 9780521036283
Publisher: Cambridge University Press
Publication date: 05/31/2007
Pages: 228
Product dimensions: 6.85(w) x 9.72(h) x 0.28(d)

About the Author

Joseph McCauley is Professor of Physics at the University of Houston, Texas.

Table of Contents

Preface; 1. The moving target; 2. Neo-classical economic theory; 3. Probability and stochastic processes; 4. Scaling the ivory tower of finance; 5. Standard betting procedures in portfolio selection theory; 6. Dynamics of financial markets, volatility and option pricing; 7. Thermodynamic analogies vs. instability of markets; 8. Scaling, correlations and cascades in finance and turbulence; 9. What is complexity?; References; Index.

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