Dynamics of Markets 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Joseph L. McCauley 作者

Cambridge University Press

译者

2009-9-3 出版日期

286 页数

GBP 57.00 价格

Hardcover

丛书系列

9780521429627 图书编码

Dynamics of Markets 在线电子书图书标签: 经济学

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发表于2024-11-25

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Dynamics of Markets 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Dynamics of Markets 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Dynamics of Markets 在线电子书图书描述

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.

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