000			01580nam a2200397 4500
001			8182992
005			20150415101525.0
006			m d
007			cr n
008			000
020			_a9780191712104 (ebook) : _cNo price
020			_a9780198526650 (print)
035			_a(WaSeSS)ssj0000370367
040			_aUOEL _cStDuBDS _dWaSeSS
050		4	_aHG176.5 _b.J64 2003
050		4	_aHG176.5.J64 2003
082	0	4	_a332.501519 _223
100	1		_aJohnson, Neil F., _d1961-
210	1	0	_aFinancial market complexity
245	1	0	_aFinancial market complexity _h[electronic resource] / _cNeil F. Johnson, Paul Jefferies, Pak Ming Hui.
260			_aOxford : _bOxford University Press, _cc2003.
300			_avii, 254 p. : _bill. ;
504			_aIncludes bibliographical references and index.
506			_aLicense restrictions may limit access.
520	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?
650		0	_aFinance _xStatistical methods.
650		0	_aFinance _xMathematical models.
650		0	_aStatistical physics.
700	1		_aJefferies, Paul.
700	1		_aHui, Pak Ming.
773		0	_tOxford Scholarship Online Physics
776	0	8	_iPrint version _z9780198526650
856	4	0	_uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio8182992 _zFull text available from Oxford Scholarship Online Physics
910			_aVendor-generated brief record
942			_2lcc _cLL
999			_c4998 _d4998