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MacKenzie, Donald A.

An engine, not a camera how financial models shape markets Donald MacKenzie - Cambridge, Mass MIT Press 2006 - x, 377 páginas ilustraciones - Inside technology .

1. Performing theory -- 2. Transforming finance -- 3. Theory and practice -- 4. Tests, anomalies, and monsters -- 5. Pricing options -- 6. Pits, bodies, and theorems -- 7. The fall -- 8. Arbitrage -- 9. Models and markets.

This pioneering work in the social studies of finance describes how the emergence of modern finance theory has affected financial markets in fundamental ways. Paraphrasing Milton Friedman, the author says that economic models are an engine of inquiry rather than a camera to reproduce empirical facts.


Texto en inglés

9780262134606 9780262633673

9780262134606

2005052115

GBA635840 bnb GBA635840 dnb

013436725 Uk


Mercado de capitales --Modelos matemáticos
Derivados financieros --Modelos matemáticos
Crisis financiera --Modelos matemáticos
Crisis financiera --Casis de estudio
Modelos econométricos

332.015195



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