Engineering Study Guide: Engineering books and study guides: Financial: Chaos & Nonlinear Dynamics in the Financial Markets: Theory, Evidence and Applications/Book and Disk

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Chaos & Nonlinear Dynamics in the Financial Markets: Theory, Evidence and Applications/Book and Disk
	Creator: Robert R. Trippi Publisher: Irwin Professional Publishing List Price: ~~$85.00~~ Buy New: $61.95 as of 7/31/2010 22:52 MST details You Save: $23.05 (27%) In Stock New (3) Used (8) from $49.99 Seller: hg12 Rating: 1 reviews Media: Hardcover Edition: Har/Dis Pages: 505 Number Of Items: 1 Shipping Weight (lbs): 2.2 Dimensions (in): 9.3 x 6.4 x 1.5 ISBN: 1557388571 Dewey Decimal Number: 332.60151 EAN: 9781557388575 ASIN: 1557388571 Publication Date: August 1995 Availability: Usually ships in 1-2 business days



Editorial Reviews: Product Description Chaos & Nonlinear Dynamics in the Financial Markets explores both theory and empirical results related to non-linear determinism in the dynamics of asset prices. It includes a wealth of material on the properties of chaotic processes relevant to markets, along with statistical and other tests which have been developed specifically to detect the presence of chaotic behavior. This authoritative guide covers a comprehensive range of issues associated with chaos theory. It includes sections on theoretical foundations; evidence of chaos in the stock market, commodities markets, and money markets; and a section on advanced methodological issues. You'll also find included Chaos Explorer, a complimentary software package that graphically illustrates the chaotic processes that are referenced throughout the book.

Customer Reviews: A bible for the nonlinear traders July 7, 2000 Patrick Chu (Macau SAR, China) 5 out of 6 found this review helpful First of all, this book is only a collection of journal papers. However, all of the chapters provide the complete understanding of the new science - chaos theory and its underlying assumption of nonlinearity. In my opinion, this book is the bible for anyone who want to study on this area.

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