購物比價找書網找車網
FindBook
排序:
 
 有 1 項符合

Moshe Levy

的圖書
Microscopic Simulation of Financial Markets
$ 2972
    電子書
Microscopic Simulation of Financial Markets
作者:Haim Levy,Moshe Levy,Sorin Solomon 
出版社:Elsevier Science
出版日期:2000-08-02
語言:英文   
樂天KOBO 樂天KOBO - 會計  - 來源網頁  
圖書介紹看圖書介紹
圖書介紹 - 資料來源:樂天KOBO   評分:
圖書名稱:Microscopic Simulation of Financial Markets

Microscopic Simulation (MS) uses a computer to represent and keep track of individual ("microscopic") elements in order to investigate complex systems which are analytically intractable. A methodology that was developed to solve physics problems, MS has been used to study the relation between microscopic behavior and macroscopic phenomena in systems ranging from those of atomic particles, to cars, animals, and even humans. In finance, MS can help explain, among other things, the effects of various elements of investor behavior on market dynamics and asset pricing. It is these issues in particular, and the value of an MS approach to finance in general, that are the subjects of this book. The authors not only put their work in perspective by surveying traditional economic analyses of investor behavior, but they also briefly examine the use of MS in fields other than finance.

Most models in economics and finance assume that investors are rational. However, experimental studies reveal systematic deviations from rational behavior. How can we determine the effect of investors' deviations from rational behavior on asset prices and market dynamics? By using Microscopic Simulation, a methodology originally developed by physicists for the investigation of complex systems, the authors are able to relax classical assumptions about investor behavior and to model it as empirically and experimentally observed. This rounded and judicious introduction to the application of MS in finance and economics reveals that many of the empirically-observed "puzzles" in finance can be explained by investors' quasi-rationality.

Researchers use the book because it models heterogeneous investors, a group that has proven difficult to model. Being able to predict how people will invest and setting asset prices accordingly is inherently appealing, and the combination of computing power and statistical mechanics in this book makes such modeling possible. Because many finance researchers have backgrounds in physics, the material here is accessible.

  • Emphasizes investor behavior in determining asset prices and market dynamics
  • Introduces Microscopic Simulation within a simplified framework
  • Offers ways to model deviations from rational decision-making
贊助商廣告
 
金石堂 - 今日66折
迷霧之子首部曲:最後帝國
作者:布蘭登.山德森
出版社:奇幻基地出版事業部
出版日期:2010-01-26
66折: $ 251 
金石堂 - 今日66折
改變之書:關於蛻變的掙扎、思考、風險、決定、行動和承擔(19個用想像力為自己創造全新人生的真實故事)
作者:波莉.莫蘭
出版社:木馬文化事業有限公司
出版日期:2018-01-10
66折: $ 238 
金石堂 - 今日66折
百鬼夜行卷1:林投劫
作者:笭菁
出版社:奇幻基地出版事業部
出版日期:2020-09-30
66折: $ 211 
金石堂 - 今日66折
馭我吧大神!美人過敏症師兄! 胸章2入組
66折: $ 99 
 
博客來 - 暢銷排行榜
體能UP1年級生:高木直子元氣滿滿大作戰
作者:高木直子
出版社:大田
出版日期:2024-10-01
$ 300 
金石堂 - 暢銷排行榜
嫁入狼族~異種婚姻譚~Ⅱ (特裝版)
作者:犬居葉菜
出版社:東立出版社
出版日期:2024-10-23
$ 162 
Taaze 讀冊生活 - 暢銷排行榜
自學日語 看完這本就能說:專為華人設計的日語教材,50音+筆順+單字+文法+會話一次學會!(附QR CODE音檔)
作者:許心瀠
出版社:語研學院
出版日期:2020-12-10
$ 374 
博客來 - 暢銷排行榜
敗北女角太多了!SSS 全 (首刷限定版)
出版日期:2024-10-30
$ 234 
 
金石堂 - 新書排行榜
特殊傳說Ⅲ vol.09
作者:護玄
出版社:蓋亞文化有限公司
出版日期:2024-10-16
$ 236 
金石堂 - 新書排行榜
反派千金等級99~我是隱藏頭目但不是魔王(06)
作者:七夕さとり
出版社:青文出版社股份有限公司
出版日期:2024-10-30
$ 190 
博客來 - 新書排行榜
神奇柑仔店18:紅子與錢天堂的起點
作者:廣嶋玲子
出版社:親子天下
出版日期:2024-10-31
$ 284 
金石堂 - 新書排行榜
連結:從石器時代到AI紀元
作者:哈拉瑞
出版社:遠見天下文化出版股份有限公司
出版日期:2024-09-10
$ 553 
 

©2024 FindBook.com.tw -  購物比價  找書網  找車網  服務條款  隱私權政策