購物比價找書網找車網
FindBook
排序:
 
 有 1 項符合

Sorin Solomon

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
愛上鑄鐵鍋:活用中小型STAUB鍋,在家烹調更輕鬆,79道蒸煮、油炸、煙燻、甜點料理天天上桌
作者:今泉久美
出版社:積木文化
出版日期:2022-10-27
66折: $ 251 
金石堂 - 今日66折
圖解透視中式木家具全書(二冊):《圖解透視中式木家具『鑑賞』全書》、《圖解透視中式木家具『實作』全書》
作者:喬子龍
出版社:原點
出版日期:2022-11-14
66折: $ 1214 
金石堂 - 今日66折
日日減醣超市料理攻略
作者:張晴琳(圈媽)
出版社:采實文化事業股份有限公司
出版日期:2020-08-05
66折: $ 238 
金石堂 - 今日66折
像佛洛伊德一樣反應與思考
作者:皮埃爾.瓦羅德
出版社:方舟文化
出版日期:2023-05-04
66折: $ 238 
 
博客來 - 暢銷排行榜
膽大黨 1
作者:龍幸伸
出版社:東立
出版日期:2022-06-09
$ 93 
金石堂 - 暢銷排行榜
腐男子召喚~來到異世界被神獸設計了~  02
作者:藤咲もえ
出版社:東立出版社
出版日期:2024-10-30
$ 119 
博客來 - 暢銷排行榜
原子習慣:細微改變帶來巨大成就的實證法則
作者:詹姆斯‧克利爾 (James Clear)
出版社:方智
出版日期:2019-06-01
$ 260 
Taaze 讀冊生活 - 暢銷排行榜
原子習慣:細微改變帶來巨大成就的實證法則
作者:詹姆斯.克利爾
出版社:方智出版
出版日期:2019-06-01
$ 260 
 
金石堂 - 新書排行榜
世界上最透明的故事(日本出版界話題作,只有紙本書可以體驗的感動)
作者:杉井光
出版社:皇冠文化出版有限公司
出版日期:2024-09-30
$ 284 
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 
Taaze 讀冊生活 - 新書排行榜
職場不是自助餐,哪能只挑你要的?「葳老闆」周品均的30道職場辣雞湯
作者:周品均
出版社:商周出版
出版日期:2024-10-31
$ 315 
Taaze 讀冊生活 - 新書排行榜
從生產力到獲利:亞洲製造商進軍美國零售市場的策略
作者:陳坤廷
出版社:白象文化事業有限公司
出版日期:2024-11-01
$ 266 
 

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