Econophysics of Order-driven Markets - Couverture souple

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9788847058163: Econophysics of Order-driven Markets
Couverture souple
ISBN 10 : 8847058163 ISBN 13 : 9788847058163
Editeur : Springer, 2016

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2016
Langue
anglais
ISBN 10 
8847058163
ISBN 13 
9788847058163
Reliure
Broché
Nombre de pages
328
Éditeur
Abergel Frédéric, Chakrabarti Bikas K, Chakraborti Anirban, Mitra Manipushpak
Coordonnées du fabricant
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Allemagne

Autres éditions populaires du même titre

9788847017658: Econophysics of Order-Driven Markets: Proceedings of Econophys-kolkata V

Edition présentée

ISBN 10 :  8847017653 ISBN 13 :  9788847017658
Editeur : Springer Verlag, 2011
Couverture rigide