| Chaos & Nonlinear Dynamics in the Financial Markets |  | Creator: Robert Trippi
Publisher: Irwin Professional Publishing
Buy New: $224.38
as of 2/8/2012 18:24 MST details
New (4) Used (8) from $50.00
Seller: internationalbooks
Languages: English (Unknown), English (Original Language), English (Published)
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
EAN: 9781557388575
ASIN: 1557388571
Publication Date: January 1995
Availability: Usually ships in 1-2 business days
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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.
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