The microscopic simulation of financial markets : from investor behavior to market phenomena /: from investor behavior to market phenomena. (©2000)

• Record Type: Book
• Further Information: Note: Moshe Levy, Haim Levy, Sorin Solomon.
• Other Names: Levy, Moshe; Levy, Haim; Solomon, Sorin
• Contents: Classic Models in Finance: Solved and Unsolved Issues. -- Decision Weights, Change of Wealth, and Value Function: The Experimental Evidence. -- Empirical and Experimental Evidence Regarding Preferences: Absolute and Relative Risk Aversion. -- Inefficient Choices and Investors' Irrationality. -- The Microscopic Simulation Method. -- Microscopic Simulations in Various Fields. -- The LLS Microscopic Simulation Model. -- Various Financial Microscopic Simulations. -- Prospect Theory, Asset Pricing, and Market Dynamics. -- Applications of Microscopic Simulation to the CAPM: Heterogeneous Expectations and the Number of Assets in the Portfolio. -- Application of Microscopic Simulation to Option Pricing: Uncertainty and Disagreement about the Volatility. -- Bibliography. -- Index.
• Publisher Details: San Diego : Academic Press
• Publication Date: 2000
• Copyright Date: 2000
• Extent: 1 online resource (xvii, 300 pages), illustrations
• Subjects: 332/.041011; Investments -- Mathematical models; Investments -- Computer simulation; Capital market -- Mathematical models; Capital market -- Computer simulation; Investments -- Mathematical models. Investments -- Computer simulation. Capital market -- Mathematical models. Capital market -- Computer simulation; Investissements -- Modèles mathématiques; Investissements -- Simulation par ordinateur; Marché financier -- Modèles mathématiques; Marché financier -- Simulation par ordinateur; BUSINESS & ECONOMICS -- Finance; Mercado de capitais (modelos matemáticos); Mercado de capitais (simulação computacional); Investimentos (modelos matemáticos); Investimentos (modelos matemáticos;simulação computacional); Financiële analyse; Financiering; Investeringen; Simulatiemodellen; Methodologie; Electronic books; Electronic books
• Languages: English
• ISBNs: 9780124458901; 0124458904; 9780080511597; 0080511597
• Notes: Note: Includes bibliographical references (pages 277-289) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.