, , , e.a.

Econophysics of Order-driven Markets

Gebonden Engels 2011 2011e druk 9788847017658
€ 156,99
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Samenvatting

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.

Specificaties

ISBN13:9788847017658
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:316
Uitgever:Springer Milan
Druk:2011
Hoofdrubriek:Economie, Economie

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Managementboek Top 100

€ 156,99
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Rubrieken

    Personen

      Trefwoorden

        Artikelen

          Econophysics of Order-driven Markets