01718nam a2200409   4500001000800000005001700008006001900025007001500044008000400059020003800063020002600101035002600127040002600153050002300179050002100202082001900223100002900242210003200271245010500303260004700408300002600455504005100481506004300532520022200575650003400797650003400831650002500865700002100890700001900911773003800930776003300968856012001001910003401121942001201155999001501167952012601182818299220150415101525.0m        d        cr  n         000  a9780191712104 (ebook) :cNo price  a9780198526650 (print)  a(WaSeSS)ssj0000370367  aUOELcStDuBDSdWaSeSS 4aHG176.5b.J64 2003 4aHG176.5.J64 200304a332.5015192231 aJohnson, Neil F.,d1961-10aFinancial market complexity10aFinancial market complexityh[electronic resource] /cNeil F. Johnson, Paul Jefferies, Pak Ming Hui.  aOxford :bOxford University Press,cc2003.  avii, 254 p. :bill. ;  aIncludes bibliographical references and index.  aLicense restrictions may limit access.8 aThis work draws on ideas from the science of complexity and complex systems, to address the following questions: how do financial markets behave? why is this? and what can we do to minimize risk, given this behaviour? 0aFinancexStatistical methods. 0aFinancexMathematical models. 0aStatistical physics.1 aJefferies, Paul.1 aHui, Pak Ming. 0tOxford Scholarship Online Physics08iPrint versionz978019852665040uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio8182992zFull text available from Oxford Scholarship Online Physics  aVendor-generated brief record  2lcccLL  c4998d4998  00102lcc4070aUOEbUOEcGENd2015-04-15l0oHG176.5 .J64 2003p20147855r2026-04-27 11:40:46t20147855w2015-04-15yLL