Econophysics of Order-driven Markets (2011) (New Economic Windows)
By: and and and
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- Synopsis
- 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.
- Copyright:
- 2011
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9788847017665
- Related ISBNs:
- 9788847017658
- Publisher:
- Springer Milan
- Date of Addition:
- 07/17/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Science, Business and Finance, Earth Sciences, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Frédéric Abergel
- Edited by:
- Bikas K Chakrabarti
- Edited by:
- Anirban Chakraborti
- Edited by:
- Manipushpak Mitra
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- by Anirban Chakraborti
- by Manipushpak Mitra
- by Édéric Abergel
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- in Science
- in Business and Finance
- in Earth Sciences
- in Mathematics and Statistics