MARC details
000 -LEADER |
fixed length control field |
04488cam a2200457Ii 4500 |
001 - CONTROL NUMBER |
control field |
ocn975485375 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OCoLC |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20240726105034.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
170314s2017 nju ob 001 0 eng d |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
JSTOR |
Language of cataloging |
eng |
Description conventions |
rda |
-- |
pn |
Transcribing agency |
JSTOR |
Modifying agency |
EBLCP |
-- |
NT |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781400885091 |
Qualifying information |
|
043 ## - GEOGRAPHIC AREA CODE |
Geographic area code |
n-us--- |
050 04 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HB3722 |
Item number |
.W497 2017 |
049 ## - LOCAL HOLDINGS (OCLC) |
Holding library |
MAIN |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Sornette, Didier, |
Dates associated with a name |
1957- |
Relator term |
Author |
245 10 - TITLE STATEMENT |
Title |
Why stock markets crash : |
Remainder of title |
critical events in complex financial systems / |
Statement of responsibility, etc. |
Didier Sornette ; with a new preface by the author. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. |
Place of publication, distribution, etc. |
Princeton, New Jersey : |
Name of publisher, distributor, etc. |
Princeton University Press, |
Date of publication, distribution, etc. |
(c)2017. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
1 online resource. |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS |
File type |
data file |
Source |
rda |
490 1# - SERIES STATEMENT |
Series statement |
Princeton science library |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Includes bibliographies and index. |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
Cover Page; Title Page; Copyright Page; Contents; Preface to the Princeton Science Library Edition; Preface to the 2002 Edition; Chapter 1: Financial Crashes: What, How, Why, and When?; What Are Crashes, and Why Do We Care?; The Crash of October 1987; Historical Crashes; The Tulip Mania; The South Sea Bubble; The Great Crash of October 1929; Extreme Events in Complex Systems; Is Prediction Possible? A Working Hypothesis; Chapter 2: Fundamentals of Financial Markets; The Basics; Price Trajectories; Return Trajectories; Return Distributions and Return Correlation |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
The Efficient Market Hypothesis and the Random WalkThe Random Walk; A Parable: How Information Is Incorporated in Prices, Thus Destroying Potential "Free Lunches"; Prices Are Unpredictable, or Are They?; Risk-Return Trade-Off; Chapter 3: Financial Crashes are "Outliers"; What Are "Abnormal" Returns?; Drawdowns (Runs); Definition of Drawdowns; Drawdowns and the Detection of "Outliers"; Expected Distribution of "Normal" Drawdowns; Drawdown Distributions of Stock Market Indices; The Dow Jones Industrial Average; The Nasdaq Composite Index; Further Tests |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
The Presence of Outliers Is a General PhenomenonMain Stock Market Indices, Currencies, and Gold; Largest U.S. Companies; Synthesis; Symmetry-Breaking on Crash and Rally Days; Implications for Safety Regulations of Stock Markets; Chapter 4: Positive Feedbacks; Feedbacks and Self-Organization in Economics; Hedging Derivatives, Insurance Portfolios, and Rational Panics; "Herd" Behavior and "Crowd" Effect; Behavioral Economics; Herding; Empirical Evidence of Financial Analysts' Herding; Forces of Imitation; It Is Optimal to Imitate When Lacking Information; Mimetic Contagion and the Urn Models |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
Imitation from Evolutionary PsychologyRumors; The Survival of the Fittest Idea; Gambling Spirits; "Anti-Imitation" and Self-Organization; Why It May Pay to Be in the Minority; El-Farol's Bar Problem; Minority Games; Imitation versus Contrarian Behavior; Cooperative Behaviors Resulting from Imitation; The Ising Model of Cooperative Behavior; Complex Evolutionary Adaptive Systems of Boundedly Rational Agents; Chapter 5: Modeling Financial Bubbles and Market Crashes; What Is a Model?; Strategy for Model Construction in Finance; Basic Principles; The Principle of Absence of Arbitrage Opportunity |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
Existence of Rational Agents"Rational Bubbles" and Goldstone Modes of the Price "Parity Symmetry" Breaking; Price Parity Symmetry; Speculation as Spontaneous Symmetry Breaking; Basic Ingredients of the Two Models; The Risk-Driven Model; Summary of the Main Properties of the Model; The Crash Hazard Rate Drives the Market Price; Imitation and Herding Drive the Crash Hazard Rate; The Price-Driven Model; Imitation and Herding Drive the Market Price; The Price Return Drives the Crash Hazard Rate; Risk-Driven versus Price-Driven Models |
530 ## - COPYRIGHT INFORMATION: |
COPYRIGHT INFORMATION |
COPYRIGHT NOT covered - Click this link to request copyright permission: |
Uniform Resource Identifier |
<a href="b">b</a> |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Stocks |
General subdivision |
Prices |
-- |
History. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Financial crises |
Geographic subdivision |
United States |
General subdivision |
History. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Stock exchanges |
Geographic subdivision |
United States |
General subdivision |
History. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Critical phenomena (Physics) |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Complexity (Philosophy) |
655 #1 - INDEX TERM--GENRE/FORM |
Genre/form data or focus term |
Electronic Books. |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1431866&site=eds-live&custid=s3260518">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1431866&site=eds-live&custid=s3260518</a> |
-- |
Click to access digital title | log in using your CIU ID number and my.ciu.edu password |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Koha item type |
Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD) |
DONATED BY: |
|
VENDOR |
EBSCO |
Classification part |
HB |
PUBLICATION YEAR |
2017 |
LOCATION |
ONLINE |
REQUESTED BY: |
|
-- |
|
-- |
NFIC |
Source of classification or shelving scheme |
|
994 ## - |
-- |
92 |
-- |
NT |
902 ## - LOCAL DATA ELEMENT B, LDB (RLIN) |
a |
1 |
b |
Cynthia Snell |
c |
1 |
d |
Cynthia Snell |