|
| Der Artikel wird am Ende des Bestellprozesses zum Download zur Verfügung gestellt. |
Econophysics of Order-driven Markets
ISBN-13:
9788847017665
Veröffentl:
2011
Seiten:
309
Autor:
Frédéric Abergel
Serie:
New Economic Windows
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
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.
Kunden Rezensionen
Mehr zum Thema
Folgen Sie uns auf:
