Econophysics of Order-driven Markets [recurso electrónico] : Proceedings of Econophys-Kolkata V / edited by Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Manipushpak Mitra.
Tipo de material:
TextoSeries New Economic WindowsEditor: Milano : Springer Milan : Imprint: Springer, 2011Descripción: XIV, 316 p. 60 illus. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9788847017665Tema(s): Economics | Differential equations, partial | Economics/Management Science | Economics/Management Science, general | Statistical Physics, Dynamical Systems and Complexity | Partial Differential EquationsFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 330 Clasificación LoC:HB71-74Recursos en línea: Libro electrónico
En: Springer eBooksResumen: 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.
| Tipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
|---|---|---|---|---|---|---|---|
| Libro Electrónico | Biblioteca Electrónica | Colección de Libros Electrónicos | HB71 -74 (Browse shelf(Abre debajo)) | 1 | No para préstamo | 377354-2001 |
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.
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