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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.
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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.
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Econophysics of Order-driven Markets (New Economic Windows)
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Econophysics of Order-Driven Markets: Proceedings of Econophys-kolkata V
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Econophysics of Order-Driven Markets : Proceedings of Econophys-kolkata V
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Econophysics of Order-driven Markets (Hardcover)
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Springer Verlag, Milan, 2011
ISBN 10: 8847017653
ISBN 13: 9788847017658
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Hardcover. Condición: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9788847017658
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Econophysics of Order-driven Markets (New Economic Windows)
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Econophysics of Order-driven Markets (New Economic Windows)
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Econophysics of Order-driven Markets (New Economic Windows)
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Econophysics of Order-driven Markets
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Springer Milan Jan 2011, 2011
ISBN 10: 8847017653
ISBN 13: 9788847017658
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 328 pp. Englisch. Nº de ref. del artículo: 9788847017658
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Econophysics of Order-driven Markets
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This is the first book of its kind emerging out of the workshop where leading scientists from all over the world will discuss and report on their latest resultsBook will report recent researches and review contemporary developmentsThe book will also include. Nº de ref. del artículo: 5810715
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Econophysics of Order-driven Markets
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Springer Milan, Springer Milan Jan 2011, 2011
ISBN 10: 8847017653
ISBN 13: 9788847017658
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
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Buch. Condición: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 328 pp. Englisch. Nº de ref. del artículo: 9788847017658
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