Financial markets and martingales: observations on science and speculation
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English French |
| Veröffentlicht: |
London ; Berlin ; Heidelberg ; New York ; Hong Kong ; Milan ; Paris ; Tokyo
Springer
2004
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references (p. 143-147) and index |
| Beschreibung: | XV, 151 S. Ill., graph. Darst. 24 cm |
| ISBN: | 1852335823 |
Internformat
MARC
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| 100 | 1 | |a Bouleau, Nicolas |d 1945- |e Verfasser |0 (DE-588)11295006X |4 aut | |
| 240 | 1 | 0 | |a Martingales et marchés financiers |
| 245 | 1 | 0 | |a Financial markets and martingales |b observations on science and speculation |c Nicolas Bouleau. Transl. by Alan Thomas |
| 264 | 1 | |a London ; Berlin ; Heidelberg ; New York ; Hong Kong ; Milan ; Paris ; Tokyo |b Springer |c 2004 | |
| 300 | |a XV, 151 S. |b Ill., graph. Darst. |c 24 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (p. 143-147) and index | ||
| 650 | 7 | |a Investeringen |2 gtt | |
| 650 | 7 | |a Martingalen |2 gtt | |
| 650 | 7 | |a Portfolio-analyse |2 gtt | |
| 650 | 4 | |a Portfolio management | |
| 650 | 4 | |a Investment analysis | |
| 650 | 4 | |a Martingales (Mathematics) | |
| 650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzanalyse |0 (DE-588)4133000-6 |2 gnd |9 rswk-swf |
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| 689 | 1 | 0 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-010522773 | ||
Datensatz im Suchindex
| _version_ | 1804130270161403904 |
|---|---|
| adam_text | Contents
Introduction
Part
1.
The Passion for Gambling
The Martingale« of Gamblers
2.
Economy and Chance
The Idea« of Louis
Processes having the Centre of Gravity Property
The Martingales of Mathematicians
3.
Mathematics Ahead of its Applications
Brownian Motion
The Stochastic Integral as the Speculator s Gain
The Concept of the Integral since Archimedes
The Stochastic Integral and
Mathematical Expectation and Best Rational Estimation
Contents
Part II.
4.
Organised Markets
Hedging Portfolios and Non-arbitrage
5.
The Principle of Hedging and Best Rational Estimation
The Thinking of the Market
Subjectivity of the Laws of Probability
6.
The Strength of the Arbitrage
Principle of Hedging
Mobility of Capital and the Hedging of Options
Part III. Science and Speculation
7.
The Professionals
Speculation and Exchange of Risks
8.
Stability and Instability in the Presence of Noise
The Problem of the Monetary Base
The Relationship of Force to Risk
9.
Economic Speculation
Psychological Speculation
Mathematical Speculation
Geometric Representation of Portfolios
Taking Advantage of the Mutual Agitation of Assets
Remarks
10.
Positions and Arbitrage
Ethical Questions
Contents
Part IV. The Stakes and the Payoffs
11.
Grounds for Belief and the Theory of Utility
Change of Axes in Physics: The Experiments on Light
Change of Axes in Finance: The Experiments on Brownian Motion
The Efficiency of Markets is a Subjective Concept
12.
New Scientific Outlets
Teaching and Finance
Privatisation of Learning and Knowledge in the Public Domain
13.
Modification of the Influence of Power due to the Appearance of
Derivatives Markets
Psychology and the Operation of Markets
The Market as
European Construction and the Financial Markets
14.
The World Financial Storm
Engineering Culture and Finance Culture
Conclusion
Glossary
Bibliography
Index
|
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| author | Bouleau, Nicolas 1945- |
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| author_role | aut |
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| author_variant | n b nb |
| building | Verbundindex |
| bvnumber | BV017468030 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4529 |
| callnumber-raw | HG4529.5.B6913 2004 |
| callnumber-search | HG4529.5.B6913 2004 |
| callnumber-sort | HG 44529.5 B6913 42004 |
| callnumber-subject | HG - Finance |
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| ctrlnum | (OCoLC)248890082 (DE-599)BVBBV017468030 |
| dewey-full | 332.6/01/51923622 332.6/01/519236 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6/01/519236 22 332.6/01/519236 |
| dewey-search | 332.6/01/519236 22 332.6/01/519236 |
| dewey-sort | 3332.6 11 6519236 222 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV017468030 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:18:22Z |
| institution | BVB |
| isbn | 1852335823 |
| language | English French |
| lccn | 2003061741 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010522773 |
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| physical | XV, 151 S. Ill., graph. Darst. 24 cm |
| publishDate | 2004 |
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| publisher | Springer |
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| spelling | Bouleau, Nicolas 1945- Verfasser (DE-588)11295006X aut Martingales et marchés financiers Financial markets and martingales observations on science and speculation Nicolas Bouleau. Transl. by Alan Thomas London ; Berlin ; Heidelberg ; New York ; Hong Kong ; Milan ; Paris ; Tokyo Springer 2004 XV, 151 S. Ill., graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references (p. 143-147) and index Investeringen gtt Martingalen gtt Portfolio-analyse gtt Portfolio management Investment analysis Martingales (Mathematics) Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 s DE-604 Portfolio Selection (DE-588)4046834-3 s Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010522773&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bouleau, Nicolas 1945- Financial markets and martingales observations on science and speculation Investeringen gtt Martingalen gtt Portfolio-analyse gtt Portfolio management Investment analysis Martingales (Mathematics) Portfolio Selection (DE-588)4046834-3 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4133000-6 |
| title | Financial markets and martingales observations on science and speculation |
| title_alt | Martingales et marchés financiers |
| title_auth | Financial markets and martingales observations on science and speculation |
| title_exact_search | Financial markets and martingales observations on science and speculation |
| title_full | Financial markets and martingales observations on science and speculation Nicolas Bouleau. Transl. by Alan Thomas |
| title_fullStr | Financial markets and martingales observations on science and speculation Nicolas Bouleau. Transl. by Alan Thomas |
| title_full_unstemmed | Financial markets and martingales observations on science and speculation Nicolas Bouleau. Transl. by Alan Thomas |
| title_short | Financial markets and martingales |
| title_sort | financial markets and martingales observations on science and speculation |
| title_sub | observations on science and speculation |
| topic | Investeringen gtt Martingalen gtt Portfolio-analyse gtt Portfolio management Investment analysis Martingales (Mathematics) Portfolio Selection (DE-588)4046834-3 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| topic_facet | Investeringen Martingalen Portfolio-analyse Portfolio management Investment analysis Martingales (Mathematics) Portfolio Selection Finanzanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010522773&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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