Why Stock Markets Crash: Critical Events in Complex Financial SystemsPrinceton University Press, 2017-03-21 - 448 psl. The scientific study of complex systems has transformed a wide range of disciplines in recent years, enabling researchers in both the natural and social sciences to model and predict phenomena as diverse as earthquakes, global warming, demographic patterns, financial crises, and the failure of materials. In this book, Didier Sornette boldly applies his varied experience in these areas to propose a simple, powerful, and general theory of how, why, and when stock markets crash. |
Turinys
3 | |
Chapter 2 FUNDAMENTALS OF FINANCIAL MARKETS | 26 |
Chapter 3 FINANCIAL CRASHES ARE OUTLIERS | 49 |
Chapter 4 POSITIVE FEEDBACKS | 81 |
Chapter 5 MODELING FINANCIAL BUBBLES AND MARKET CRASHES | 134 |
Chapter 6 HIERARCHIES COMPLEX FRACTAL DIMENSIONS AND LOGPERIODICITY | 171 |
UNIVERSAL EXPONENTS AND LOGPERIODICITY | 228 |
Chapter 8 BUBBLES CRISES AND CRASHES IN EMERGENT MARKETS | 281 |
Chapter 9 PREDICTION OF BUBBLES CRASHES AND ANTIBUBBLES | 320 |
THE END OF THE GROWTH ERA? | 355 |
References | 397 |
419 | |
Kiti leidimai - Peržiūrėti viską
Why Stock Markets Crash– Critical Events in Complex Financial Systems Didier Sornette Ribota peržiūra - 2017 |
Why Stock Markets Crash– Critical Events in Complex Financial Systems Didier Sornette Peržiūra negalima - 2004 |