Econophysics of Order-driven Markets Proceedings of Econophys-Kolkata V /

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-driv...

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Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Abergel, Frédéric (Επιμελητής έκδοσης), Chakrabarti, Bikas K. (Επιμελητής έκδοσης), Chakraborti, Anirban (Επιμελητής έκδοσης), Mitra, Manipushpak (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Milano : Springer Milan : Imprint: Springer, 2011.
Σειρά:New Economic Windows,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη: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.
Φυσική περιγραφή:XIV, 316 p. 60 illus. online resource.
ISBN:9788847017665
ISSN:2039-411X