Table of Contents: Dynamics of markets :

Main Author:	McCauley, Joseph L.
Format:	Book
Language:	English
Published:	Cambridge, UK New York: Cambridge University Press, 2009
Edition:	2nd ed.
Subjects:	Finance > Mathematical models Finance > Statistical methods Business mathematics Markets > Mathematical models Statistical physics

Table of Contents:

Econophysics : why and what
Neo-classical economic theory
Probability and stochastic processes
Introduction to financial economics
Introduction to portfolio selection theory
Scaling, pair correlations, and conditional densities
Statistical ensembles : deducing dynamics from time series
Martingale option pricing
FX market globalization : evolution of the dollar to worldwide reserve currency
Macroeconomics and econometrics : regression models vs empirically based modeling
Complexity