Why Stock Markets Crash : : Critical Events in Complex Financial Systems / / Didier Sornette.

The scientific study of complex systems has transformed a wide range of disciplines in recent years, enabling researchers in both the natural and social sciences to model and predict phenomena as diverse as earthquakes, global warming, demographic patterns, financial crises, and the failure of mater...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
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Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2009]
©2003
Year of Publication:2009
Edition:Course Book
Language:English
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Physical Description:1 online resource (448 p.)
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Table of Contents:
  • Frontmatter
  • Contents
  • Preface
  • Chapter 1. financial crashes: what, how, why, and when?
  • Chapter 2. fundamentals of financial markets
  • Chapter 3. financial crashes are "outliers"
  • Chapter 4. positive feedbacks
  • Chapter 5. modeling financial bubbles and market crashes
  • Chapter 6. hierarchies, complex fractal dimensions, and log-periodicity
  • Chapter 7. autopsy of major crashes: universal exponents and log-periodicity
  • Chapter 8. bubbles, crises, and crashes in emergent markets
  • Chapter 9. prediction of bubbles, crashes, and antibubbles
  • Chapter 10. 2050: the end of the growth era?