Minority Games: Interacting Agents In Financial Markets (Oxford Finance Series) - Softcover

Challet, Damien

Softcover

ISBN 10: 0199686696 ISBN 13: 9780199686698

Verlag: Oxford University Press, Usa, 2014

Inhaltsangabe

The Minority Game is a physicist's attempt to explain market behaviour by the interaction between traders. With a minimal set of ingredients and drastic assumptions, this model reproduces market ecology among different types of traders. Its emphasis is on speculative trading and information flow. The book first describes the philosophy lying behind the conception of the Minority Game in 1997, and includes in particular a discussion about the El Farol bar problem. It then reviews the main steps in later developments, including both the theory and its applications to market phenomena. 'Minority Games' gives a colourful and stylized, but also realistic picture of how financial markets operate.

Über diesen Titel

Über die Autorin bzw. den Autor

Damien Challet, Mathematical Institute, University of Oxford,Matteo Marsili,ICTP, Trieste, Italy,Yi-Cheng Zhang, Department de Physique, Universite de Fribourg, Switzerland

Details zur Ausgabe

• Verlag: Oxford University Press, Usa
• Erscheinungsdatum: 2014
• Sprache: Englisch
• ISBN 10: 0199686696
• ISBN 13: 9780199686698
• Einband: Tapa blanda
• Anzahl der Seiten: 360
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Penguin Random House Ireland Limited; productsafety@penguin.co.uk; ; Morrison Chambers, 32 Nassau Street; Dublin; D02 YH68; Irland