Econophysics of Order-driven Markets (inbunden)
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
309
Utgivningsdatum
2010-12-30
Förlag
Springer Verlag
Medarbetare
Chakrabarti, Bikas K. (ed.), Abergel, Frédéric (ed.), Chakraborti, Anirban (ed.), Mitra, Manipushpak (ed.)
Illustratör/Fotograf
20 schwarz-weiße Tabellen 60 schwarz-weiße Abbildungen
Illustrationer
20 Tables, black and white; XV, 309 p.
Dimensioner
234 x 158 x 12 mm
Vikt
725 g
Antal komponenter
1
Komponenter
1 Hardback
ISBN
9788847017658
Econophysics of Order-driven Markets (inbunden)

Econophysics of Order-driven Markets

Proceedings of Econophys-kolkata V

Inbunden Engelska, 2010-12-30
1479
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The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading strategies, or mathematical models for microstructure effects, are also presented. Several leading researchers in these fields report on their recent work and also review the contemporary literature. Some historical perspectives, comments and debates on recent issues in Econophysics research are also included.
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