Models for Investors in Real World Markets
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Models for Investors in Real World Markets by James R. Thompson
Book DescriptionConsiders neoclassical models in light of results that can go wrong with them to bring about better models. Questions the assumption that markets clear quickly. Offers a timely examination of the LTCM collapse. Written by a group of well-respected and highly qualified authors.
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Book DetailsISBN: 9780471356288
(235mm x 162mm x 24mm)
Imprint: John Wiley & Sons Inc
Publisher: John Wiley and Sons Ltd
Publish Date: 29-Nov-2002
Country of Publication: United States
Books By Author James R. Thompson
Empirical Model Building, Hardback (December 2011)
* First Edition users testify that the book is well written and expertly documented. * The reader is introduced to provocative pointers such as the relevance of graphs, the meaning of interpretation, Henry Ford s Code of Practice, and Deming s 14 points, among others.
Simulation, Hardback (November 1999)» View all books by James R. Thompson
This text uses simulation as a computational aid in dealing with and creating models of reality. Its main objective is to incorporate simulation as an integral part of the interaction between data and the models which may have approximately generated them.
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Author Biography - James R. Thompson
JAMES R. THOMPSON, PhD, is the Noah Harding Professor of Statistics at Rice University. EDWARD E. WILLIAMS, PhD, is Henry Gardiner Symonds Professor at the Jesse H. Jones Graduate School of Business Administration at Rice University. M. CHAPMAN FINDLAY, III, PhD, is President and Director of Fin Fin Inc., and Director of First Texas Venture Capital, LLC, and a principal at Findlay, Phillips and Associates in Los Angeles, California.
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