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2 Table of Contents: “...In the beginning -- Inventing portfolio theory -- Other betas -- Rethinking random walks...”

3 “... is an idealization of discrete-time economies where the stock price process is driven by a binomial random walk...”

4 Table of Contents: “... Asset Price Dynamics; FINANCIAL TIME SERIES; BINOMIAL TREES; ARITHMETIC RANDOM WALKS; GEOMETRIC RANDOM...”

5 Table of Contents: “... -- 1. Return on Capital -- 2. Earnings Yield -- A Random Walk Spoiled...”

6 Table of Contents: “... -- Martingales -- Stopping times -- Martingale inequalities -- Martingale convergence theorems -- Random walks...”

7 Table of Contents: “... binomial trees -- Random walks -- Basic stochastic calculus -- Simulating geometric Brownian motion...”

8 Table of Contents: “... stochastische Strukturen -- 5.1 Das Datenmaterial -- 5.2 Random-Walk und Martingal -- 5.3 Datendiagnose -- 5.4...”

9 Table of Contents: “... Forecasting: Trends and Random Walks -- Forecasting the Behaviour of Bankruptcies -- Theoretical Analysis...”

10 Table of Contents: “... -- 3. “Mean Reversion” — Empirische Evidenz für die Schweiz 46 -- 4. Kombination von AR(1)- und Random...”

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13 Table of Contents: “... Models; Random Walks; Drift-Diffusion; Autoregression; Variance and Autocorrelation; Stationarity; Moving...”

14 Table of Contents: “... convergence; 3.7 Brownian motion; 3.7.1 Brownian motion and random walks...”

15 Table of Contents: “...; Random Walks (Stochastic Processes); Mean Reversion; Correlation; Diversification; Normal Distributions...”

16 Table of Contents: “... pricing model -- Efficient market hypothesis -- Random walk -- Types of orders -- Equity trading venues...”

17 Table of Contents: “... The Standard Asset Distribution Model; 2.3.1 Random Walks and Wiener Processes; 2.3.2 Geometric Brownian Motion...”

18 Table of Contents: “...) Model and the Random Walk Model Using R -- Review Questions and Exercises -- Chapter 3: Classical...”

19 Table of Contents: “... in the Energy Markets: Role and Limitations; 2.1 Spot Prices; 2.1.1 Random Walk Jump-Diffusion Model; 2.1.2 Mean...”

20 Table of Contents: “... -- Full circle -- A quick primer on the theory -- or how we got here -- Taking a random walk on the wild...”