Chaos and order in the capital markets : [electronic resource] a new view of cycles, prices, and market volatility / Edgar E. Peters.
Material type:
TextSeries: Wiley finance editionsPublication details: New York : Wiley, c1991.Description: xii, 240 p. : ill. ; 24 cmISBN: - 0471533726 (acid-free paper) :
- 9780471533726 (acid-free paper)
- Capital market -- Mathematical models
- Futures market -- Mathematical models
- Fractals
- Chaotic behavior in systems
- Capital markets
- Kapitaalmarkt
- Wiskundige modellen
- Marché financier -- Modèles mathématiques
- Marchés à terme -- Modèles mathématiques
- Fractales
- Chaos
- Volatilité (Finances) -- Modèles mathématiques
- 332/.0414 20
- HG4523 .P47 1991
- 83.50
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
EBooks
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Main Library-Nabua | Project Gutenberg | HG4523 .P47 1991 (Browse shelf(Opens below)) | Available |
Includes bibliographical references (p. 223-229) and index.
Random walks and efficient markets -- The failure of the linear paradigm -- Markets and chaos : chance and necessity -- Introduction to fractals -- The fractal dimension -- Fractal time series : biased random walks -- R/S analysis of the capital markets -- Fractal statistics -- Fractals and chaos -- Introduction to nonlinear dynamic systems -- Dynamical analysis of time series -- Dynamical analysis of the capital markets -- Two new approaches -- What lies ahead : toward a more general approach.
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