Modeling the Market: New Theories and Techniques
[This] new book looks at the progress made, both in practice and in theory, toward producing a usable model of the market. Some of the theoretical foundations of efficient market theory are being demolished.
PART I: CONCEPT AND METHODS.
1. Basic Concepts.
2. Modeling Under Equilibrium.
3. Technology Developments in the Classical Framework.
4. Models of Non-Equilibrium Markets and Non-Linear Methods.
PART II: IMPLEMENTATION.
5. Investment Management.
7. Risk Management.
8. The Outlook for Adaptive Methods in Finance.
PART III: ISSUES AND THE MARKET.
9. The Market for Products and Services.
10. Technology Issues.
11. Management Issues.
12. Future Scenarios.
PART IV: THE MATHEMATICS OF UNCERTAINTY AND LEARNING.
13. The Mathematical Handling of Uncertainty.
14. The Representation of Security Markets.
15. The Representation of Market Constraints and Asset Pricing.
16. At the Frontier of Research.
17. Adaptive Computational Methods.
Caroline Jonas is a partner of the Intertek Group. She has co-authored reports on advanced computational methods in banking and finance.
Modeling the Market: New Theories and Techniques (US $114.50)
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