The microscopic simulation of financial markets : from investor behavior to market phenomena /
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 betw...
| Основен автор: | Levy, Moshe. |
|---|---|
| Други автори: | Levy, Haim., Solomon, Sorin. |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
San Diego :
Academic Press,
℗♭2000.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297115 |
| Подобни документи: |
Print version::
Microscopic simulation of financial markets. |
Съдържание:
- Classic Models in Finance: Solved and Unsolved Issues.
- Decision Weights, Change of Wealth, and Value Function: The Experimental Evidence.
- Empirical and Experimental Evidence Regarding Preferences: Absolute and Relative Risk Aversion.
- Inefficient Choices and Investors' Irrationality.
- The Microscopic Simulation Method.
- Microscopic Simulations in Various Fields.
- The LLS Microscopic Simulation Model.
- Various Financial Microscopic Simulations.
- Prospect Theory, Asset Pricing, and Market Dynamics.
- Applications of Microscopic Simulation to the CAPM: Heterogeneous Expectations and the Number of Assets in the Portfolio.
- Application of Microscopic Simulation to Option Pricing: Uncertainty and Disagreement about the Volatility.
- Bibliography.
- Index.