Details
Econophysics of Order-driven Markets
New Economic Windows
CHF 106.50 |
|
Verlag: | Springer |
Format: | |
Veröffentl.: | 06.04.2011 |
ISBN/EAN: | 9788847017665 |
Sprache: | englisch |
Anzahl Seiten: | 316 |
Dieses eBook enthält ein Wasserzeichen.
Beschreibungen
<p><b>The primary goal of the book is to present the ideas and research findings </b><b>of active researchers from various communities (physicists, economists, </b><b>mathematicians, financial engineers) working in the field of </b><b>"Econophysics", who have undertaken the task of modelling and analyzing </b><b>order-driven markets. Of primary interest in these studies are </b><b>the mechanisms leading to the statistical regularities ("stylized facts") </b><b>of price statistics. Results pertaining to other important issues such as </b><b>market impact, the profitability of trading strategies, or mathematical </b><b>models for microstructure effects, are also presented. Several leading </b><b>researchers in these fields report on their recent work and also review </b><b>the contemporary literature. Some historical perspectives, comments </b><b>and debates on recent issues in Econophysics research are also included.</b></p>
This is the first book of its kind emerging out of the workshop where leading scientists from all over the world will discuss and report on their latest results Book will report recent researches and review contemporary developments The book will also include the comments and debates on the latest issues
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