Dynamics of markets: econophysics and finance from a physicist's standpoint
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge ; New York
Cambridge Univ. Press
2004
|
| Subjects: | |
| Online Access: | Publisher description Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references (p. 201-206) and index |
| Physical Description: | XVI, 209 S. Ill., graph. Darst. |
| ISBN: | 0521824478 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV019300886 | ||
| 003 | DE-604 | ||
| 005 | 20110107 | ||
| 007 | t | ||
| 008 | 040518s2004 ad|| |||| 00||| eng d | ||
| 020 | |a 0521824478 |9 0-521-82447-8 | ||
| 035 | |a (OCoLC)845609370 | ||
| 035 | |a (DE-599)BVBBV019300886 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-19 |a DE-12 |a DE-945 |a DE-355 |a DE-11 |a DE-91 | ||
| 050 | 0 | |a HG106.M4 2004 | |
| 082 | 0 | |a 332.015195 |2 22 | |
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 100 | 1 | |a McCauley, Joseph L. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Dynamics of markets |b econophysics and finance from a physicist's standpoint |c Joseph L. McCauley |
| 264 | 1 | |a Cambridge ; New York |b Cambridge Univ. Press |c 2004 | |
| 300 | |a XVI, 209 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (p. 201-206) and index | ||
| 650 | 7 | |a Finanza - metodi statistici |2 sbt | |
| 650 | 7 | |a Finanza - modelli matematici |2 sbt | |
| 650 | 7 | |a Mercati finanziari - modelli matematici |2 sbt | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Business mathematics | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Finance |x Statistical methods | |
| 650 | 4 | |a Markets |x Mathematical models | |
| 650 | 4 | |a Statistical physics | |
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 0 | 1 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 1 | |8 1\p |5 DE-604 | |
| 856 | 4 | |u http://www.loc.gov/catdir/description/cam041/2003060538.html |3 Publisher description | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012769137&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-012769137 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Record in the Search Index
| _version_ | 1804132709107236864 |
|---|---|
| adam_text | Contents
Preface page
The moving target
1.1
1.2
1.3
Neo-classical economic theory
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
Probability and stochastic processes
3.1
3.2
3.3
3.4
3.5
3.6
3.7
Scaling the ivory tower of finance
4.1
4.2
4.3
4.4
4.5
viii Contents
4.6
4.7
4.8
equilibrium in economics and finance
4.9
4.10
4.11
4.12
4.13
5
5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
5.9
5.10
5.11
6
6.1
6.2
6.3
Appendix A. The first Kolmogorov equation
7
7.1
7.2
7.3
7.4
7.5
Appendix B. Stationary vs nonstationary random forces
8
8.1
8.2
8.3
8.4
8.5 Multiaffine
8.6
Contents ix
8.7
Appendix C. Continuous time Markov processes
What is complexity?
9.1
9.2
9.3
9.4
9.5
9.6
9.7
9.8
9.9
References
Index
|
| any_adam_object | 1 |
| author | McCauley, Joseph L. |
| author_facet | McCauley, Joseph L. |
| author_role | aut |
| author_sort | McCauley, Joseph L. |
| author_variant | j l m jl jlm |
| building | Verbundindex |
| bvnumber | BV019300886 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106.M4 2004 |
| callnumber-search | HG106.M4 2004 |
| callnumber-sort | HG 3106 M4 42004 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 600 |
| ctrlnum | (OCoLC)845609370 (DE-599)BVBBV019300886 |
| dewey-full | 332.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.015195 |
| dewey-search | 332.015195 |
| dewey-sort | 3332.015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02262nam a2200541 c 4500</leader><controlfield tag="001">BV019300886</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20110107 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">040518s2004 ad|| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0521824478</subfield><subfield code="9">0-521-82447-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)845609370</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019300886</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG106.M4 2004</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.015195</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">McCauley, Joseph L.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Dynamics of markets</subfield><subfield code="b">econophysics and finance from a physicist's standpoint</subfield><subfield code="c">Joseph L. McCauley</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge ; New York</subfield><subfield code="b">Cambridge Univ. Press</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVI, 209 S.</subfield><subfield code="b">Ill., graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (p. 201-206) and index</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finanza - metodi statistici</subfield><subfield code="2">sbt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finanza - modelli matematici</subfield><subfield code="2">sbt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Mercati finanziari - modelli matematici</subfield><subfield code="2">sbt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Business mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield><subfield code="x">Statistical methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Markets</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistical physics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/description/cam041/2003060538.html</subfield><subfield code="3">Publisher description</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012769137&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-012769137</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV019300886 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:57:08Z |
| institution | BVB |
| isbn | 0521824478 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012769137 |
| oclc_num | 845609370 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-12 DE-945 DE-355 DE-BY-UBR DE-11 DE-91 DE-BY-TUM |
| owner_facet | DE-19 DE-BY-UBM DE-12 DE-945 DE-355 DE-BY-UBR DE-11 DE-91 DE-BY-TUM |
| physical | XVI, 209 S. Ill., graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| spelling | McCauley, Joseph L. Verfasser aut Dynamics of markets econophysics and finance from a physicist's standpoint Joseph L. McCauley Cambridge ; New York Cambridge Univ. Press 2004 XVI, 209 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references (p. 201-206) and index Finanza - metodi statistici sbt Finanza - modelli matematici sbt Mercati finanziari - modelli matematici sbt Mathematisches Modell Business mathematics Finance Mathematical models Finance Statistical methods Markets Mathematical models Statistical physics Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 http://www.loc.gov/catdir/description/cam041/2003060538.html Publisher description Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012769137&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | McCauley, Joseph L. Dynamics of markets econophysics and finance from a physicist's standpoint Finanza - metodi statistici sbt Finanza - modelli matematici sbt Mercati finanziari - modelli matematici sbt Mathematisches Modell Business mathematics Finance Mathematical models Finance Statistical methods Markets Mathematical models Statistical physics Kreditmarkt (DE-588)4073788-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4073788-3 (DE-588)4114528-8 (DE-588)4017195-4 |
| title | Dynamics of markets econophysics and finance from a physicist's standpoint |
| title_auth | Dynamics of markets econophysics and finance from a physicist's standpoint |
| title_exact_search | Dynamics of markets econophysics and finance from a physicist's standpoint |
| title_full | Dynamics of markets econophysics and finance from a physicist's standpoint Joseph L. McCauley |
| title_fullStr | Dynamics of markets econophysics and finance from a physicist's standpoint Joseph L. McCauley |
| title_full_unstemmed | Dynamics of markets econophysics and finance from a physicist's standpoint Joseph L. McCauley |
| title_short | Dynamics of markets |
| title_sort | dynamics of markets econophysics and finance from a physicist s standpoint |
| title_sub | econophysics and finance from a physicist's standpoint |
| topic | Finanza - metodi statistici sbt Finanza - modelli matematici sbt Mercati finanziari - modelli matematici sbt Mathematisches Modell Business mathematics Finance Mathematical models Finance Statistical methods Markets Mathematical models Statistical physics Kreditmarkt (DE-588)4073788-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Finanza - metodi statistici Finanza - modelli matematici Mercati finanziari - modelli matematici Mathematisches Modell Business mathematics Finance Mathematical models Finance Statistical methods Markets Mathematical models Statistical physics Kreditmarkt Finanzmathematik |
| url | http://www.loc.gov/catdir/description/cam041/2003060538.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012769137&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT mccauleyjosephl dynamicsofmarketseconophysicsandfinancefromaphysicistsstandpoint |