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
後來,我告了報社老闆:一本直擊新聞製造內幕的前總編輯回憶錄
作者:大衛.希門內斯
出版社:木馬文化事業有限公司
出版日期:2021-12-08
66折: $ 277 
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 
金石堂 - 今日66折
低智商犯罪
66折: $ 263 
金石堂 - 今日66折
周姚萍講新成語故事1-禿禿山與禿禿鳥附小作家上場+拼字變成語超萌稿紙,培養小學生的讀寫能力
作者:周姚萍
出版社:五南圖書出版股份有限公司
出版日期:2018-04-28
66折: $ 198 
 
Taaze 讀冊生活 - 暢銷排行榜
我可能錯了:森林智者的最後一堂人生課
作者:比約恩.納提科.林德布勞、卡洛琳.班克勒、納維德.莫迪里
出版社:先覺出版
出版日期:2023-02-01
$ 355 
金石堂 - 暢銷排行榜
張忠謀自傳全集(上下冊)
作者:張忠謀
出版社:遠見天下文化出版股份有限公司
出版日期:2024-11-29
$ 869 
Taaze 讀冊生活 - 暢銷排行榜
底層邏輯:看清這個世界的底牌
作者:劉潤
出版社:時報文化出版企業股份有限公司
出版日期:2022-03-29
$ 316 
博客來 - 暢銷排行榜
百姓貴族 8
出版日期:2024-10-25
$ 162 
 
Taaze 讀冊生活 - 新書排行榜
生活的藝術:52個打造美好人生的思考工具
作者:魯爾夫.杜伯里
出版社:商周出版
出版日期:2024-11-07
$ 300 
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 
Taaze 讀冊生活 - 新書排行榜
【京都三部曲】(千年繁華+喜樂京都+京都思路:壽岳章子X澤田重隆攜手經典作,在台發行22周年金典珍藏)
作者:壽岳章子
出版社:馬可孛羅
出版日期:2024-11-09
$ 826 
金石堂 - 新書排行榜
緋色誘惑(07)完結特裝版
作者:山根綾乃
出版社:尖端漫畫
出版日期:2024-11-21
$ 699 
 

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