Econophysics of Order-driven Markets [electronic resource] / edited by Frédéric Abergel, Bikas K Chakrabarti, Anirban Chakraborti, Manipushpak Mitra.

Contributor(s):

Material type: Text

TextSeries: New Economic WindowsPublisher: Milano : Springer Milan : Imprint: Springer, 2011Edition: 1st ed. 2011Description: XIV, 316 p. 60 illus. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9788847017665

Subject(s):

Additional physical formats: Printed edition:: No title; Printed edition:: No title; Printed edition:: No titleDDC classification:

330.15

LOC classification:

HB90-99.722

Online resources:

Click here to access online

In: Springer Nature eBookSummary: 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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Home library	Collection	Call number	Status	Date due	Barcode	Item holds
E-Book	Biblioteca Digital	Colección SPRINGER	330.15 (Browse shelf(Opens below))	Not For Loan

Total holds: 0

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.

There are no comments on this title.

to post a comment.