Econophysics of Order-driven Markets

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-driv...

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Bibliographic Details
Other Authors: Abergel, Frédéric (Editor), Chakrabarti, Bikas K. (Editor), Chakraborti, Anirban (Editor), Mitra, Manipushpak (Editor)
Format: eBook
Language:English
Published: Milano Springer Milan 2011, 2011
Edition:1st ed. 2011
Series:New Economic Windows
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
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 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
Physical Description:XIV, 316 p. 60 illus online resource
ISBN:9788847017665