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Dynamics of Markets: Econophysics and Finance
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Dynamics of Markets: Econophysics and Finance
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by Joseph L. McCauley
Sales Rank : 573805
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Paperback: 228 pages
Publisher: Cambridge University Press; 1 edition April 23, 2007
Language: English
ISBN-10: 0521036283
ISBN-13: 978-0521036283
Product Dimensions:
9.5 x 6.5 x 0.7 inches
Shipping Weight: 12.8 ounces
Product Review
' a refreshing text about the main ideas of econophysics.' International Statistical Institute ' not merely an incremental improvement, but a major improvement of the Black-Scholes theory.' Zentralblatt fur Mathematik ' excellent little book McCauley fully takes on board the volatility of the markets.' Steven Bishop, University College London ' well written. The reader is not burdened with lengthy accounts and lots of plots of outdated data This is an important contribution to the understanding of how financial markets actually perform and both students and researchers interested in econophysics should study this book carefully.' Mathematical Reviews
Product Review
"This book is a case in point. This is an important contribution to the understanding of how financial markets actually perform and both students and researchers interested in econophysics should study this book carefully." American Mathematical Society
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