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00000cam a2200000Ma 4500 |
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ocn253930630 |
| 003 |
OCoLC |
| 005 |
20241006213017.0 |
| 006 |
m o d |
| 007 |
cr cnu|||||||| |
| 008 |
050316s2003 enka ob 001 0 eng d |
| 040 |
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|a LGG
|b eng
|e pn
|c LGG
|d OCLCQ
|d B24X7
|d OTZ
|d OCLCQ
|d CUS
|d OCLCO
|d OCLCF
|d OCLCO
|d YDXCP
|d DHA
|d OCLCO
|d OCLCQ
|d OCLCO
|d STBDS
|d K6U
|d YOU
|d AU@
|d OCLCQ
|d UCW
|d OCLCQ
|d OCLCO
|d SFB
|d MVS
|d OCLCO
|d OCLCQ
|d OCLCO
|d OCLCL
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| 015 |
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|a GBA415886
|2 bnb
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| 016 |
7 |
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|a 000024346332
|2 AU
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| 019 |
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|a 912933475
|a 1058028499
|a 1077999510
|a 1196345673
|a 1298450483
|a 1370508550
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| 020 |
|
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|a 9780198526650
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| 020 |
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|a 0198526652
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| 020 |
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|z 0198526652
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| 020 |
|
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|a 9780191712104
|q (electronic bk.)
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| 020 |
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|a 0191712108
|q (electronic bk.)
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| 035 |
|
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|a (OCoLC)253930630
|z (OCoLC)912933475
|z (OCoLC)1058028499
|z (OCoLC)1077999510
|z (OCoLC)1196345673
|z (OCoLC)1298450483
|z (OCoLC)1370508550
|
| 050 |
|
4 |
|a HG176.5
|b .J64 2003b
|
| 049 |
|
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|a HCDD
|
| 100 |
1 |
|
|a Johnson, Neil F.,
|d 1961-
|e author.
|1 https://id.oclc.org/worldcat/entity/E39PBJtrPjjGwy9XRpccv4qxXd
|
| 245 |
1 |
0 |
|a Financial market complexity /
|c Neil F. Johnson, Paul Jefferies, Pak Ming Hui.
|
| 260 |
|
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|a Oxford ;
|a New York :
|b Oxford University Press,
|c 2003.
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| 300 |
|
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|a 1 online resource
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|
| 337 |
|
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|a computer
|b c
|2 rdamedia
|
| 338 |
|
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|a online resource
|b cr
|2 rdacarrier
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| 588 |
0 |
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|a Online resource; title from title screen.
|
| 504 |
|
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|a Includes bibliographical references and index.
|
| 520 |
8 |
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|a This 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?
|
| 505 |
0 |
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|a 1. Financial markets as complex systems -- 2. Standard finance theory -- 3. A complex walk down Wall Street -- 4. Financial market models with global interactions -- 5. Financial market models with local interactions -- 6. Non-zero risk in the real world -- 7. Deterministic dynamics, chaos, and crashes.
|
| 650 |
|
0 |
|a Finance
|x Statistical methods.
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| 650 |
|
0 |
|a Finance
|x Mathematical models.
|
| 650 |
|
0 |
|a Statistical physics.
|
| 650 |
|
7 |
|a Finance
|x Mathematical models
|2 fast
|
| 650 |
|
7 |
|a Finance
|x Statistical methods
|2 fast
|
| 650 |
|
7 |
|a Statistical physics
|2 fast
|
| 700 |
1 |
|
|a Jefferies, Paul,
|e author.
|
| 700 |
1 |
|
|a Hui, Pak Ming,
|e author.
|
| 776 |
0 |
8 |
|i Print version:
|a Johnson, Neil F., 1961-
|t Financial market complexity.
|d Oxford ; New York : Oxford University Press, 2003
|z 0198526652
|w (DLC) 2002044694
|w (OCoLC)51389214
|
| 856 |
4 |
0 |
|u https://holycross.idm.oclc.org/login?auth=cas&url=https://academic.oup.com/book/9066
|y Click for online access
|
| 903 |
|
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|a OUP-SOEBA
|
| 994 |
|
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|a 92
|b HCD
|