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| 005 | 20160812084458.0 | ||
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| 008 | 110406s2011 it | s |||| 0|eng d | ||
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_a9788847017665 _9978-88-470-1766-5 |
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| 040 | _cMX-MeUAM | ||
| 050 | 4 | _aHB71-74 | |
| 082 | 0 | 4 |
_a330 _223 |
| 100 | 1 |
_aAbergel, Frédéric. _eeditor. |
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| 245 | 1 | 0 |
_aEconophysics of Order-driven Markets _h[recurso electrónico] : _bProceedings of Econophys-Kolkata V / _cedited by Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Manipushpak Mitra. |
| 264 | 1 |
_aMilano : _bSpringer Milan : _bImprint: Springer, _c2011. |
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| 300 |
_aXIV, 316 p. 60 illus. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aNew Economic Windows, _x2039-411X |
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| 520 | _aThe 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. | ||
| 650 | 0 | _aEconomics. | |
| 650 | 0 | _aDifferential equations, partial. | |
| 650 | 1 | 4 | _aEconomics/Management Science. |
| 650 | 2 | 4 | _aEconomics/Management Science, general. |
| 650 | 2 | 4 | _aStatistical Physics, Dynamical Systems and Complexity. |
| 650 | 2 | 4 | _aPartial Differential Equations. |
| 700 | 1 |
_aChakrabarti, Bikas K. _eeditor. |
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| 700 | 1 |
_aChakraborti, Anirban. _eeditor. |
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| 700 | 1 |
_aMitra, Manipushpak. _eeditor. |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9788847017658 |
| 830 | 0 |
_aNew Economic Windows, _x2039-411X |
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| 856 | 4 | 0 |
_zLibro electrónico _uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-88-470-1766-5 |
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| 942 | _cLIBRO_ELEC | ||
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_c205234 _d205234 |
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