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Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes

Author Bruce I. Jacobs
Publisher Wiley-Blackwell
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Book Details
ISBN / ASIN0631215557
ISBN-139780631215554
AvailabilityIn stock. Usually ships within 3 to 4 days.
Sales Rank3,046,535
MarketplaceUnited States 🇺🇸

Description

Bruce Jacobs sifts through the history of modern finance, from the efficient market hypothesis to behavioral psychology and chaos theory, to determine the cause of recent market crashes.

  • Includes a Foreword from Nobel Laureate Harry M. Markowitz.
  • Showcases the expertise of an author who identified and predicted the causes of 1987, 1997 and 1998 crashes.
  • Explains the risks of little-understood option replication.
  • Offers chapter summaries, appendices and a glossary.