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| 001 | | 000000411752 |
| 005 | | 20190131142541 |
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| 008 | | 170314s2017 nju ob 001 0 eng d |
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▼a 9781400885091
▼q (electronic bk.) |
| 020 | |
▼a 1400885094
▼q (electronic bk.) |
| 020 | |
▼z 0691175950 |
| 020 | |
▼z 9780691175959 |
| 035 | |
▼a 1431866
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▼a (OCoLC)975485375 |
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▼a 22573/ctt1h180wd
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▼b eng
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▼d 247004 |
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▼a HB3722
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▼a BUS
▼x 027000
▼2 bisacsh |
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▼a 332.63/222
▼2 23 |
| 100 | 1 |
▼a Sornette, Didier,
▼d 1957-
▼e author. |
| 245 | 10 |
▼a Why stock markets crash :
▼b critical events in complex financial systems/
▼c Didier Sornette ; with a new preface by the author. |
| 260 | |
▼a Princeton, New Jersey:
▼b Princeton University Press,
▼c 2017. |
| 300 | |
▼a 1 online resource. |
| 336 | |
▼a text
▼b txt
▼2 rdacontent |
| 337 | |
▼a computer
▼b c
▼2 rdamedia |
| 338 | |
▼a online resource
▼b cr
▼2 rdacarrier |
| 490 | 1 |
▼a Princeton science library |
| 504 | |
▼a Includes bibliographical references (pages 397-418) and index. |
| 505 | 0 |
▼a Cover Page; Title Page; Copyright Page; Contents; Preface to the Princeton Science Library Edition; Preface to the 2002 Edition; Chapter 1: Financial Crashes: What, How, Why, and When?; What Are Crashes, and Why Do We Care?; The Crash of October 1987; Historical Crashes; The Tulip Mania; The South Sea Bubble; The Great Crash of October 1929; Extreme Events in Complex Systems; Is Prediction Possible? A Working Hypothesis; Chapter 2: Fundamentals of Financial Markets; The Basics; Price Trajectories; Return Trajectories; Return Distributions and Return Correlation |
| 505 | 8 |
▼a The Efficient Market Hypothesis and the Random WalkThe Random Walk; A Parable: How Information Is Incorporated in Prices, Thus Destroying Potential "Free Lunches"; Prices Are Unpredictable, or Are They?; Risk-Return Trade-Off; Chapter 3: Financial Crashes are "Outliers"; What Are "Abnormal" Returns?; Drawdowns (Runs); Definition of Drawdowns; Drawdowns and the Detection of "Outliers"; Expected Distribution of "Normal" Drawdowns; Drawdown Distributions of Stock Market Indices; The Dow Jones Industrial Average; The Nasdaq Composite Index; Further Tests |
| 505 | 8 |
▼a The Presence of Outliers Is a General PhenomenonMain Stock Market Indices, Currencies, and Gold; Largest U.S. Companies; Synthesis; Symmetry-Breaking on Crash and Rally Days; Implications for Safety Regulations of Stock Markets; Chapter 4: Positive Feedbacks; Feedbacks and Self-Organization in Economics; Hedging Derivatives, Insurance Portfolios, and Rational Panics; "Herd" Behavior and "Crowd" Effect; Behavioral Economics; Herding; Empirical Evidence of Financial Analysts' Herding; Forces of Imitation; It Is Optimal to Imitate When Lacking Information; Mimetic Contagion and the Urn Models |
| 505 | 8 |
▼a Imitation from Evolutionary PsychologyRumors; The Survival of the Fittest Idea; Gambling Spirits; "Anti-Imitation" and Self-Organization; Why It May Pay to Be in the Minority; El-Farol's Bar Problem; Minority Games; Imitation versus Contrarian Behavior; Cooperative Behaviors Resulting from Imitation; The Ising Model of Cooperative Behavior; Complex Evolutionary Adaptive Systems of Boundedly Rational Agents; Chapter 5: Modeling Financial Bubbles and Market Crashes; What Is a Model?; Strategy for Model Construction in Finance; Basic Principles; The Principle of Absence of Arbitrage Opportunity |
| 505 | 8 |
▼a Existence of Rational Agents"Rational Bubbles" and Goldstone Modes of the Price "Parity Symmetry" Breaking; Price Parity Symmetry; Speculation as Spontaneous Symmetry Breaking; Basic Ingredients of the Two Models; The Risk-Driven Model; Summary of the Main Properties of the Model; The Crash Hazard Rate Drives the Market Price; Imitation and Herding Drive the Crash Hazard Rate; The Price-Driven Model; Imitation and Herding Drive the Market Price; The Price Return Drives the Crash Hazard Rate; Risk-Driven versus Price-Driven Models |
| 588 | 0 |
▼a Print version record. |
| 650 | 0 |
▼a Stocks
▼x Prices
▼x History. |
| 650 | 0 |
▼a Financial crises
▼z United States
▼x History. |
| 650 | 0 |
▼a Stock exchanges
▼z United States
▼x History. |
| 650 | 0 |
▼a Critical phenomena (Physics) |
| 650 | 0 |
▼a Complexity (Philosophy) |
| 650 | 7 |
▼a BUSINESS & ECONOMICS / Finance
▼2 bisacsh |
| 655 | 4 |
▼a Electronic books. |
| 776 | 08 |
▼i Print version:
▼a SORNETTE, DIDIER.
▼t WHY STOCK MARKETS CRASH.
▼d [Place of publication not identified] : PRINCETON University PRES, 2017
▼z 0691175950
▼w (OCoLC)958350981 |
| 830 | 0 |
▼a Princeton science library. |
| 856 | 40 |
▼3 EBSCOhost
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▼b EBLB
▼n EBL4825777 |
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▼b EBSC
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