Econophysics of Order-driven Markets

Softcover Nachdruck of the original 1. Auflage 2011
ISBN: 978-88-470-5816-3
Verlag: Springer Milan

Buch, Englisch, 309 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 499 g

Reihe: New Economic Windows

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.

Zielgruppe

Research

Autoren/Hrsg.

Abergel, Frédéric

Mitra, Manipushpak

Chakrabarti, Bikas K

Chakraborti, Anirban

Fachgebiete

• Naturwissenschaften Physik Angewandte Physik Soziophysik, Wirtschaftsphysik
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftstheorie, Wirtschaftsphilosophie
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie