Articles liés à Econophysics of Order-driven Markets
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.
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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.
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Econophysics of Order-driven Markets
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Econophysics of Order-driven Markets (New Economic Windows)
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Econophysics of Order-driven Markets
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Springer Milan Aug 2016, 2016
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 328 pp. Englisch. N° de réf. du vendeur 9788847058163
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Econophysics of Order-driven Markets (New Economic Windows)
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Econophysics of Order-driven Markets
Edité par
Springer Milan, Springer Milan Aug 2016, 2016
ISBN 10 : 8847058163
ISBN 13 : 9788847058163
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 328 pp. Englisch. N° de réf. du vendeur 9788847058163
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Econophysics of Order-driven Markets
Edité par
Springer Milan, Springer Milan, 2016
ISBN 10 : 8847058163
ISBN 13 : 9788847058163
Neuf
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N° de réf. du vendeur 9788847058163
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Econophysics of Order-driven Markets
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Econophysics of Order-driven Markets
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Econophysics of Order-driven Markets
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Springer, 2016
ISBN 10 : 8847058163
ISBN 13 : 9788847058163
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Econophysics of Order-Driven Markets: Proceedings of Econophys-Kolkata V (New Economic Windows)
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Etat : New. pp. 330. N° de réf. du vendeur 26375298010
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