《市场动力学继教境居计松离庆银》是2011年1月世界图书出版公司出版的图书，作者是麦考利。

• 书名 市场动力学
• 作者 麦考利
• ISBN 9787510029738
• 页数 209
• 定价 29.00元

内容简介

　　《市场动力学:经济物理学和金融》初版2004年，2007年重印发行，深受广大读者来自的好评。大量有关经济和金融的教程几乎都没有使Adam Simith的稳定性"看不见得手"观点得到实际市场数据的证实。360百科现代经典平衡态模型大多基于美国国债，世界银行，IMF以及欧盟，他们将该谓领来士志己刻翻理论作为实际操作的信条，使得平衡态模型提供经济全球化中市场不规则运动过程中达到预期目标的理论支持。《置报怕角地兵七部记全市场动力学(经济物理学和金融)》则是以市场运行实际经验为依林术坚据，并非假设市场应该如何运行，引入了基于实践的金融市场动力学，详细讲述了波动和定价期权，阐释了金融市场的不稳定性。

图书目录

　　Preface

　　1 The moving target

　　1.1 Invar益编杂本iance principles and laws of nature

　　1.2 Humanly invented law can always be violated

　　1.3 Where are we headed?

　　2 Neo-classical economic theory

　　2.1 Why study "optimizing behavior"?

　　2.2 Dissecting neo-classical.economic theory (microeconomics)

　　2.3 T乡圆视放据师he myth of equilibrium via perfect infor起客速用组手字mation

　　2.4 How many green jackets does a consumer want?

　　2.5 Macroeconomic lawlessness

　　2.6 When utility doesn't exist

　　2.7 Global perspectives in economics

　　2.8 Local perspectives in physics

　　3 Probability and stochastic processes

　　3.1 Elem劳曲另entary rules of probability t货普利思话料船heory

　　3.2 The empirical distribution

　　3.3 Some properties of probability distributions

　　3.4 Some theoretical distributions

　　3.背固友5 Lawsof large numbers

　　3.6 Sto编发chastic processes

　　3.7 Correlations and stationary process样es

　　4 Scaling the ivory tower of finance

　　4.1 Prolog

　　4.2 Horse trading by a fancy name

　　4.3 L的定英海建践iquidity, and several shaky ideas of "true value"

　　4.4 The Gambler's Ruin

态　　4.5 The M持往讨学随进封odigliani-Mil星茶察预升问ler argument

　　4.6 From Gaussian returns to fat tails

　　4.7 The best tractable approximation to l抗款育八提知充类式iquid market d反织它剂大依境牛秋案候ynamics

　　4.8 "Temporary pri生合养某齐原明ce equilibria" and other wrong ideas of "equilibrium" in economics and finance

　　4.9 Searching for Adam Smith's Invisible Hand

　　4.10 Black's "equilibrium": dreams of "springs" in the market

　　4.11 Macroeconomics: lawless phenomena?

　　4.12 No universal scaling exponents either!

　　4.13 Fluctuations, fat tails, and diversification

　　5 Standard betting procedures in portfolio selection theory

　　5.1 Introduction

　　5.2 Risk andreturn

　　5.3 Diversification and correlations

　　5.4 The CAPM portfolio selection strategy

　　5.5 The efficient market hypothesis

　　5.6 Hedging with options

　　5.7 Stock shares as options on a firm's assets

　　5.8 The Black-Scholes model

　　5.9 The CAPM option pricing strategy

　　5.10 Backward-time diffusion: solving the Black-Scholes pde

　　5.11 We can learn from Enron

　　6 Dynamics of financial markets, volatility, and option pricing

　　6.1 An empirical model of option pricing

　　6.2 Dynamics and volatility of returns

　　6.3 Option pricing via stretched exponentials

　　Appendix A.The first Kolmogorov equation

　　7 Thermodynamic analogies vs instability of markets

　　7.1 Liquidity and approximately reversible trading

　　7.2 Replicating self-financing hedges

　　7.3 Why thermodynamic analogies fail

　　7.4 Entropy and instability of financial markets

　　7.5 The challenge: to find at least one stable market

　　Appendix B.Stationary vs nonstationary random forces

　　8 Scaling, correlations, and cascades in finance and turbulence

　　8.1 Fractal vs self-affine scaling

　　8.2 Persistence and antipersistence

　　8.3 Martingales and the efficient market hypothesis

　　8.4 Energy dissipation in fluid turbulence

　　8.5 Multiaffine scaling in turbulence models

　　8.6 Levy distributions

　　8.7 Recent analyses of financial data

　　Appendix C.Continuous time Markov processes What is complexity?

　　9.1 Patterns hidden in statistics

　　9.2 Computable numbers and functions

　　9.3 Algorithmic complexity

　　9.4 Automata

　　9.5 Chaos vs randomness vs complexity

　　9.6 Complexity at the border of chaos

　　9.7 Replication and mutation

　　9.8 Why not econobiology?

　　9.9 Note added April 8, 2003

　　References

　　Index