Chaos and Order in the Capital Markets: A New View of Cycles, Prices and Market Volatility by Edgar E. Peters
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Chaos and Order in the Capital Markets
Chaos and Order in the Capital Markets
Summary
This conceptual work introduces the mathematics of fractals and chaos theory and applies them to investments and economics. The text notes a shift away from efficient capital markets and examines the concept of a chaotic economic system which exists on volatility rather than equilibrium.
Chaos and Order in the Capital Markets Summary
Table of Contents
THE NEW PARADIGM: Random Walks and Efficient Markets; The Failure of the Linear Paradigm; Markets and Chaos: Chance and Necessity; FRACTAL STRUCTURE IN THE CAPITAL MARKETS: Introduction to Fractals; The Fractal Dimension; Fractal Time Series: Biased Random Walks; R/S Analysis of the Capital Markets; Fractal Statistics; Fractals and Chaos; NON-LINEAR DYNAMICS: Introduction to Non-Linear Dynamic Systems; Dynamical Analysis of Time Series; Dynamical Analysis of the Capital Markets; Two New Approaches; What Lies Ahead: Towards a More General Approach.
Additional information
GOR003454561
9780471533726
0471533726
Chaos and Order in the Capital Markets: A New View of Cycles, Prices and Market Volatility by Edgar E. Peters
Used - Very Good
Hardback
John Wiley and Sons Ltd
1991-10-10
254
N/A
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