Econophysics of order-driven markets : proceedings of Econophys-Kolkata V (eBook, 2011) [WorldCat.org]
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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 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  Read more...
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Details

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.

Abstract:

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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