摘要翻译:
将经济映射到一些统计物理模型,我们得到了强有力的迹象,与纯股票市场相反,带有衍生品的股票市场不能自我调节。
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英文标题:
《Mapping markets to the statistical mechanics: the derivatives act
against the self-regulation of stock market》
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作者:
David B. Saakian
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最新提交年份:
2009
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要:
Mapping the economy to the some statistical physics models we get strong indications that, in contrary to the pure stock market, the stock market with derivatives could not self-regulate.
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PDF链接:
https://arxiv.org/pdf/0903.3254