Financial Market Complexity
Author:   Neil F. Johnson (, Oxford University; also co-Director of Oxford Centre for Computational Finance at Oxford University) ,  Paul Jefferies (, OXAM Asset Management Company) ,  Pak Ming Hui (, Chinese University of Hong Kong) ,  also Co-Director of Oxford Centre for Computational Finance, University of Oxford)
Publisher:   Oxford University Press
ISBN:  

9780198526650


Pages:   270
Publication Date:   03 July 2003
Format:   Hardback
Availability:   To order   Availability explained
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Financial Market Complexity


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Author:   Neil F. Johnson (, Oxford University; also co-Director of Oxford Centre for Computational Finance at Oxford University) ,  Paul Jefferies (, OXAM Asset Management Company) ,  Pak Ming Hui (, Chinese University of Hong Kong) ,  also Co-Director of Oxford Centre for Computational Finance, University of Oxford)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 17.40cm , Height: 1.90cm , Length: 24.20cm
Weight:   0.571kg
ISBN:  

9780198526650


ISBN 10:   0198526652
Pages:   270
Publication Date:   03 July 2003
Audience:   College/higher education ,  Tertiary & Higher Education
Format:   Hardback
Publisher's Status:   Active
Availability:   To order   Availability explained
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

1: Financial markets as complex systems 2: Standard finance theory 3: A complex walk down Wall Street 4: Financial market models with global interactions 5: Financial market models with local interactions 6: Non-zero risk in the real world 7: Deterministic dynamics, chaos and crashes

Reviews

This book is a real gem ... very easy to digest ... I would recommend this book to philosophers who are coming to this field fresh. The explanations the authors give are well-suited to those coming to the material for the first time and, I think, to those versed in physics and a physics-type style of writing. Studies in History and Philosophy of Modern Physics 38 Overall, the book is distinguished by its lively and inspiring representation method. In combination with the wide spectrum of topics covered, these characteristics make this book a recommendable textbook. German Physics Society Journal


Author Information

Neil F. Johnson njohnson@physics.ox.ac.uk Clarendon Laboratory Parks Road Oxford OX1 3PU 01865 272287 fax 0870 1344065 Paul Jefferies p.jefferies@physics.ox.ac.uk Department of Physics Lincoln College Oxford OX1 3DR UK Pak Ming Hui Room 209 2nd Floor Science Centre North Block The Chinese University of Hong Kong Shatin, Hong Kong

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