Joseph L. McCauley's Books

This advanced text is the first book to describe the subject of classical mechanics in the context of the language and methods of modern nonlinear dynamics. The organizing principle of the text is integrability vs. nonintegrability.

This second edition presents the advances made in finance market analysis since 2005. The book provides a careful introduction to stochastic methods along with approximate ensembles for a single, historic time series. The new edition explains the history leading up to the biggest economic disaster of the 21st century. Empirical evidence for finance market instability under deregulation is given, together with a history of the explosion of the US Dollar worldwide. A model shows how bounds set by a central bank stabilized FX in the gold standard era, illustrating the effect of regulations. The book presents economic and finance theory thoroughly and critically, including rational expectations, cointegration and arch/garch methods, and replaces several of those misconceptions by empirically based ideas. This book will be of interest to finance theorists, traders, economists, physicists and engineers, and leads the reader to the frontier of research in time series analysis.

Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.

This book develops deterministic chaos and fractals from the standpoint of iterated maps, but the emphasis makes it very different from all other books in the field. It provides the reader with an introduction to more recent developments, such as weak universality, multifractals, and shadowing, as well as to older subjects like universal critical exponents, devil's staircases and the Farey tree. The author uses a fully discrete method, a 'theoretical computer arithmetic', because finite (but not fixed) precision cannot be avoided in computation or experiment. This leads to a more general formulation in terms of symbolic dynamics and to the idea of weak universality. The connection is made with Turing's ideas of computable numbers and it is explained why the continuum approach leads to predictions that are not necessarily realized in computation or in nature, whereas the discrete approach yields all possible histograms that can be observed or computed.

Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.

Contains a little-known series of legal essays written by Joseph Story for the first edition of the Encyclopedia Americana, edited by Francis Lieber.

Book's by Joseph L. McCauley

Classical Mechanics

Classical Mechanics

Dynamics of Markets

Dynamics of Markets

Stochastic Calculus and Differential Equations for Physics and Finance

Stochastic Calculus and Differential Equations for Physics and Finance

Chaos, Dynamics, and Fractals

Chaos, Dynamics, and Fractals

Stochastic Calculus and Differential Equations for Physics and Finance

Stochastic Calculus and Differential Equations for Physics and Finance

Joseph Story and the Encyclopedia Americana

Joseph Story and the Encyclopedia Americana

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