Econophysics of Order-driven Markets (New Economic Windows)

Abergel, Frederic, Chakrabarti, Bikas K, Chakraborti, Anirban, Mitra, Manipushpak

ISBN 10: 8847017653 / ISBN 13: 9788847017658

Edité par Springer, 2011

A propos de cet article

308 pp., hardcover, previous owner's name neatly inked to the title page, else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

N° de réf. du vendeur ZB1317389

Détails bibliographiques

• Titre: Econophysics of Order-driven Markets (New Economic Windows)
• Éditeur: Springer
• Date de parution: 2011
• Langue: anglais
• ISBN à 10 chiffres: 8847017653
• ISBN à 13 chiffres: 9788847017658
• Reliure: Couverture rigide
• État de l'article: Fine

A propos de ce titre

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.