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Econophysics of order-driven markets : proceedings of Econophys-Kolkata V

Author: Frédéric Abergel
Publisher: Milan ; New York : Springer, ©2011.
Series: New economic windows.
Edition/Format:   eBook : Document : Conference publication : EnglishView all editions and formats
Summary:

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  Read more...

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Genre/Form: Electronic books
Conference papers and proceedings
Congresses
Additional Physical Format: Print version:
Econophysics of Order-driven Markets.
Springer Verlag 2011
(OCoLC)663950161
Material Type: Conference publication, Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Frédéric Abergel
ISBN: 9788847017665 8847017661
OCLC Number: 728100130
Description: 1 online resource (xv, 308 pages) : illustrations.
Contents: pt. 1. Order book data and modelling --
pt. 2. High-frequency data and modelling --
pt. 3. Miscellaneous.
Series Title: New economic windows.
Responsibility: Frédéric Abergel [and others], editors.

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