Econophysics of Order-driven Markets

Name: Econophysics of Order-driven Markets
SKU: 8817956
Price: 334.99 AUD
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Hardback

Series:

New Economic Windows

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Description

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.

Release date Australia

January 4th, 2011

Audience

Professional & Vocational

Contributors

Edited by Anirban Chakraborti
Edited by Bikas K. Chakrabarti
Edited by Frederic Abergel
Edited by Manipushpak Mitra

Illustrations

XV, 309 p.

Pages

309

Series

New Economic Windows

Dimensions

155x235x28

ISBN-13

9788847017658

Product ID

8817956

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Econophysics of Order-driven Markets

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