Dynamics of Markets: The New Financial Economics

by Joseph L. McCauley

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0521429625
• ISBN13: 9780521429627
• Release Date: October 2009
• Publisher: Cambridge University Press
• Length: 286 Pages
• Weight: 1.60 lbs.
• Dimensions: 0.7" x 6.9" x 9.8"