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£73.92

Cambridge University Press Dynamics of Markets: The New Financial Economics

Name: Dynamics of Markets: The New Financial Economics
Brand: Cambridge University Press
Price: 73.92 GBP
Availability: InStock

Econometrics

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Description

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.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521429625
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 03 September 2009
Listed Since: 12 January 2009

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Cambridge University Press Dynamics of Markets: The New Financial Economics

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