Econophysics of Order-driven Markets
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…
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Produktdetails
Weitere Autoren: Abergel, Frédéric (Hrsg.) / Chakraborti, Anirban (Hrsg.) / Mitra, Manipushpak (Hrsg.)
- ISBN: 978-88-470-1765-8
- EAN: 9788847017658
- Produktnummer: 7286381
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 316 S.
- Masse: H24.1 cm x B16.0 cm x D2.3 cm 658 g
- Abbildungen: 60 schwarz-weiße Abbildungen, 20 schwarz-weiße Tabellen
- Gewicht: 658
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