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Author Peters, Edgar E., 1952-

Title Chaos and order in the capital markets : a new view of cycles, prices, and market volatility / Edgar E. Peters.

Imprint New York : Wiley, c1991.

Copies

Location Call No. OPAC Message Status
 Axe 3rd Floor Stacks  332.0414 P442c    ---  Available
Description xii, 240 p. : ill. ; 24 cm.
Series Wiley finance editions
Bibliography Includes bibliographical references (p. 223-229) and index.
Contents Random walks and efficient markets -- The failure of the linear paradigm -- Markets and chaos : chance and necessity -- Introduction to fractals -- The fractal dimension -- Fractal time series : biased random walks -- R/S analysis of the capital markets -- Fractal statistics --Fractals and chaos -- Introduction to nonlinear dynamic systems --Dynamical analysis of time series -- Dynamical analysis of the capital markets -- Two new approaches -- What lies ahead : toward a more general approach.
Subject Capital market -- Mathematical models.
Futures market -- Mathematical models.
Fractals.
Chaotic behavior in systems.
ISBN 0471533726 (acid-free paper) : $45.00

 
    
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