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.
Product Identifiers
Publisher
Springer
ISBN-13
9788847017658
eBay Product ID (ePID)
94013556
Product Key Features
Author
Anirban Chakraborti, Frederic Abergel, Manipushpak Mitra, Bikas K Chakrabarti
Publication Name
Econophysics of Order-Driven Markets
Format
Hardcover
Language
English
Subject
Economics, Mathematics, Physics
Publication Year
2011
Type
Textbook
Number of Pages
309 Pages
Dimensions
Item Height
235mm
Item Width
155mm
Item Weight
658g
Additional Product Features
Series Title
New Economic Windows
Country/Region of Manufacture
Italy
Editor
Manipushpak Mitra, Bikas K Chakrabarti, Frederic Abergel, Anirban Chakraborti
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