Capital ideas and market realities : option replication, investor behavior, and stock market crashes

Bruce Jacobs sifts through the history of modern finance, from the efficient market hypothesis to behavioral psychology and chaos theory, to determine the cause of recent market crashes. * Includes a Foreword from Nobel Laureate Harry M. Markowitz. * Showcases the expertise of an author who identified and predicted the causes of 1987, 1997 and 1998 crashes. * Explains the risks of little--understood option replication. * Offers chapter summaries, appendices and a glossary.

著者

Jacobs, Bruce、Markowitz, Harry M.、Nobel Laureate Symposium on Applied Quantum Chemistry、Jacobs Bruce I.

出版社

Blackwell Publishers

発売日

1999年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9780631215547

発売済み