Footprints of Chaos in the Market: Analyzing Non-Linear Time Series in Financial Markets and Other Natural Systems

Urbach, Richard

ISBN 10: 0273635735 / ISBN 13: 9780273635734

Published by Financial Times/Prentice Hall, 1999

About this Item

Inscribed "Shirly, may 2005 bring forth peace and happiness for you. Richard". Signed copies rarely offered. Price movements in financial markets are not random. There are actually clues that allow sophisticated investors to uncover trends and make accurate predictions. The key to discovering this predictability lies in a new set of mathematical techniques --the application of dynamic, non-linear time series. This new science of investment is where chaos theory meets the markets. Richard Urbach offers practical advice and applications on the latest mathematical techniques and examines the opportunities these new techniques can deliver. Richard M.A. Urbach is a leading US expert in the application of quantitative methods to investment banking and trading. Now based in London, he has co-managed an investment fund at Panther Capital Management, and held senior positions at UBS Securities, Morgan Stanley and Citibank. He has a PhD, in Mathematical Statistics and Operations Research, from Columbia University, New York. Seller Inventory # SKU2020022357

Bibliographic Details

Title: Footprints of Chaos in the Market: Analyzing...

Publisher: Financial Times/Prentice Hall

Publication Date: 1999

Binding: Hardcover

Condition: Very Good

Dust Jacket Condition: Very Good

Signed: Signed by Author

About this title

Synopsis:

Price movements in financial markets are not random. There are actually clues that allow sophisticated investors to uncover trends and make accurate predictions. The key to discovering this predictability lies in a new set of mathematical techniques --the application of dynamic, non-linear time series. This new science of investment is where chaos theory meets the markets. Richard Urbach offers practical advice and applications on the latest mathematical techniques and examines the opportunities these new techniques can deliver.

About the Author:

RICHARD URBACH is a leading US expert in the application of quantitative methods to investment banking and trading. Now based in London, he has co-managed a $110 million investment fund at Panther Capital Management, and held senior positions at UBS Securities, Morgan Stanley and Citibank. He has a Ph.D., in Mathematical Statistics and Operations Research, from Columbia University, New York.