Econophysics of Order-driven Markets

Frédéric Abergel, Bikas K Chakrabarti, Anirban Chakraborti, Manipushpak Mitra (Herausgeber)

Buch | Softcover

309 Seiten

2016 | Softcover reprint of the original 1st ed. 2011
Springer Verlag
978-88-470-5816-3 (ISBN)

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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.

Erscheinungsdatum	09.07.2016
Reihe/Serie	New Economic Windows
Zusatzinfo	XV, 309 p.
Verlagsort	Milan
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Informatik ► Theorie / Studium
	Mathematik / Informatik ► Mathematik ► Analysis
	Naturwissenschaften ► Physik / Astronomie ► Thermodynamik
	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Volkswirtschaftslehre
ISBN-10	88-470-5816-3 / 8847058163
ISBN-13	978-88-470-5816-3 / 9788847058163
Zustand	Neuware