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Econophysics of Order-driven Markets: Proceedings of Econophys-Kolkata V (New Economic Windows) - Softcover

Buch 17 von 27: New Economic Windows
 
9788847058163: Econophysics of Order-driven Markets: Proceedings of Econophys-Kolkata V (New Economic Windows)
Softcover
ISBN 10: 8847058163 ISBN 13: 9788847058163
Verlag: Springer, 2016

Inhaltsangabe

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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Verlag
Springer
Erscheinungsdatum
2016
Sprache
Englisch
ISBN 10 
8847058163
ISBN 13 
9788847058163
Einband
Taschenbuch
Anzahl der Seiten
328
Herausgeber
Abergel Frédéric, Chakrabarti Bikas K, Chakraborti Anirban, Mitra Manipushpak
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