Minority Games: Interacting Agents In Financial Markets (Oxford Finance Series) - Brossura

Challet, Damien

Brossura

ISBN 10: 0199686696 ISBN 13: 9780199686698

Casa editrice: Oxford University Press, Usa, 2014

Riassunto

The Minority Game is a physicist's attempt to explain market behaviour by the interaction between traders. With a minimal set of ingredients and drastic assumptions, this model reproduces market ecology among different types of traders. Its emphasis is on speculative trading and information flow. The book first describes the philosophy lying behind the conception of the Minority Game in 1997, and includes in particular a discussion about the El Farol bar problem. It then reviews the main steps in later developments, including both the theory and its applications to market phenomena. 'Minority Games' gives a colourful and stylized, but also realistic picture of how financial markets operate.

Su questo libro

Informazioni sull?autore

Damien Challet, Mathematical Institute, University of Oxford,Matteo Marsili,ICTP, Trieste, Italy,Yi-Cheng Zhang, Department de Physique, Universite de Fribourg, Switzerland

Dettagli dell'edizione

• Editore: Oxford University Press, Usa
• Data di pubblicazione: 2014
• Lingua: Inglese
• ISBN 10: 0199686696
• ISBN 13: 9780199686698
• Rilegatura: Copertina flessibile
• Numero di pagine: 360
• Contatto del produttore: non disponibile
• Persona responsabile: Penguin Random House Ireland Limited; productsafety@penguin.co.uk; ; Morrison Chambers, 32 Nassau Street; Dublin; D02 YH68; Irlanda