Econophysics of Order-Driven Markets: Proceedings of Econophys-kolkata V

ISBN 10: 8847017653 / ISBN 13: 9788847017658

Editore: Springer, 2011

Riguardo questo articolo

l'article peut presenter de tres legers signes d'usure, petites rayures ou imperfections esthetiques. vendeur professionnel; envoi soigne en 24/48h.

Codice articolo 2505080006655

Dati bibliografici

• Titolo: Econophysics of Order-Driven Markets: Proceedings of Econophys-kolkata V
• Editore: Springer
• Data di pubblicazione: 2011
• Lingua: Inglese
• ISBN 10: 8847017653
• ISBN 13: 9788847017658
• Rilegatura: Rilegato
• Condizione: fine

Descrizione articolo

Riassunto

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.