- Speculative Bubbles. Entropic economics
is a stochastic methodology that deals with the dynamics of
speculative bubbles in markets:
- Applied Derivatives Trading - March '97 Feature: Crashes A-Z
- iTulip.com - The Internet Stock Mania Company - Internet Tulipmania, IPO, investment, tips, picks
- Extraordinary Popular Delusions And The Madness Of Crowds -- Chapter 1
- Bubbles in History: Is There Something To Be Learned
- The U.S. Stock Market Crash Index
- Tulips and Bears: the stock market newsletter for thinking traders
- Our Economy has been in a "Credit Bubble" Part - 2
- Game Theory. Entropic economics relies
on game-theoretic concepts to provide an explanation of the
fractal characteristics of speculative markets:
- History of Game Theory, Paul Walker
- Al Roth's Game Theory and Experimental Economics Page
- David Levine's Economic and Game Theory Page
- Drew Fudenberg's Home Page, Economics Department, Harvard University, Game Theory
- The International Society of Dynamic Games, Game Theory
- The IJGT Home Page; International Journal of Game Theory, Italy
- Game Theory and Information (C7,D8)
- CITG, Game Theory and applications, Italy
- Log-Normal Distributions. Non-Gaussian
frequency distributions frequently seen in financial
markets-these links contain derivations that are related to
the tsinvest program by other authors:
- Modelling Intentionality: The Gambler
- No Title
- Pareto-Levy Distributions. Non-Gaussian
frequency distributions frequently seen in financial
markets-these links contain derivations that are related to
the tsinvest program by other authors:
- PARETO-LEVY STABLE DISTRIBUTIONS
- http://homepages.luc.edu/~tmallia/agr.htm
- homepage
- glossary
- Advances in Scientific Knowledge with P-GRAPHS
- http://homepages.luc.edu/~tmallia/agr.htm
- Black-Scholes. One of the first
applications of entropic economics was to determine the
"fair value" of financial derivatives-specifically, equity
options:
- Financial Numerical Recipes.
- European call and put options, The Black Scholes analysis.
- BLACK - SCHOLES -- OPTION PRICING MODELS
- BLACK - SCHOLES -- OPTION PRICING MODELS
- BLACK - SCHOLES -- OPTION PRICING MODELS
- BLACK - SCHOLES -- OPTION PRICING MODELS
- BLACK - SCHOLES -- OPTION PRICING MODELS
- Glossary: Black-Scholes Theory
- Computational Finance Lecture 5: Black-Scholes Hedge Simulation
- Black Scholes.
- Black Scholes Generalized
- The Black & Scholes model
- Download free software, shareware for options, Black-Scholes
- "The Black/Scholes Model A Simple Example"
- TermFinance - Black & Scholes option pricing model
- Alternatives to the Black Scholes type option formula.
- Sidebar on Black-Scholes for Risk Management Working Paper by Dybvig and Marshall
|
