Econophysics of Order-driven Markets - Brossura

 
9788847058163: Econophysics of Order-driven Markets
Brossura
ISBN 10: 8847058163 ISBN 13: 9788847058163
Casa editrice: Springer, 2016

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2016
Lingua
Inglese
ISBN 10 
8847058163
ISBN 13 
9788847058163
Rilegatura
Copertina flessibile
Numero di pagine
328
Redattore
Abergel Frédéric, Chakrabarti Bikas K, Chakraborti Anirban, Mitra Manipushpak
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

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Hamburg
Germania

Altre edizioni note dello stesso titolo

9788847017658: Econophysics of order-driven markets. Proceedings of Econophys-Kolkata V

Edizione in evidenza

ISBN 10:  8847017653 ISBN 13:  9788847017658
Casa editrice: Springer Verlag, 2010
Rilegato