Econophysics of Order-driven Markets, 2011 New Economic Windows Series
Coordonnateurs : Abergel Frédéric, Chakrabarti Bikas K, Chakraborti Anirban, Mitra Manipushpak
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.
Date de parution : 08-2016
Ouvrage de 309 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 94,94 €
Ajouter au panierDate de parution : 01-2011
Ouvrage de 309 p.
15.5x23.5 cm
Thème d’Econophysics of Order-driven Markets :
Mots-clés :
Econophysics; Finance; Order-driven markets; partial differential equations