Minority Games

Interacting agents in financial markets

AvDamien Challet,Matteo Marsili

Inbunden, Engelska, 2004

2 253 kr

Beställningsvara. Skickas inom 7-10 vardagar. Fri frakt över 249 kr.

Fler format och utgåvor

Beskrivning

The Minority Game is a physicist's attempt to explain market behaviour by the interaction between traders. With a minimal set of ingredients and drastic assumptions, this model reproduces market ecology among different types of traders. Its emphasis is on speculative trading and information flow. The book first describes the philosophy lying behind the conception of the Minority Game in 1997, and includes in particular a discussion about the El Farol bar problem. Then it reviews the main steps in later developments, including both the theory and its applications to market phenomena. This book gives a colourful and stylized, but also realistic picture of how financial markets operate.

Produktinformation

Utforska kategorier

Mer om författaren

Recensioner i media

Innehållsförteckning

Hoppa över listan

Mer från samma serie

Hoppa över listan

Du kanske också är intresserad av

Minority Games

Damien Challet, Matteo Marsili, Yi-Cheng Zhang

Häftad

804 kr