Roehner B.M. Patterns of Speculation. A Study in Observational Econophysics

формат pdf
размер 1.1 МБ
добавлен 25 сентября 2011 г.

N.-Y., Cambridge University Press, 2002. - 250p.

Книга посвящена использованию основанного на физических моделях подхода в экономике - эконофизики - к задачам объяснения поведения цен на биржевом рынке и использования этого объяснения для спекуляции. Работа носит скорее обзорный характер, конкретных рекомендаций трейдерам не содержит. Для научных работников и аспирантов в области финансовой математики.

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