Dynamics of Markets: Econophysics and Finance

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Dynamics of Markets: Econophysics and Finance image
ISBN-10:

0521036283

ISBN-13:

9780521036283

Edition: 1
Released: Apr 23, 2007
Format: Paperback, 228 pages
Related ISBN: 9780521824477

Description:

Standard texts and research in economics and finance ignore the absence of evidence from the analysis of real, unmassaged market data to support the notion of Adam Smith's stabilizing Invisible Hand. In stark contrast, this text introduces a new empirically-based model of financial market dynamics that explains the volatility of prices options correctly and clarifies the instability of financial markets. The emphasis is on understanding how real markets behave, not how they hypothetically 'should' behave.

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