Econophysics of Order-driven Markets

Frédéric Abergel editor Anirban Chakraborti editor Manipushpak Mitra editor Bikas K Chakrabarti editor

Format:Paperback

Publisher:Springer Verlag

Published:23rd Aug '16

Currently unavailable, and unfortunately no date known when it will be back

Econophysics of Order-driven Markets cover

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.

ISBN: 9788847058163

Dimensions: unknown

Weight: 504g

309 pages

Softcover reprint of the original 1st ed. 2011