Econophysics of Order-driven Markets
2533 Kč 3 267 Kč
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.
| Autor: | Abergel, Frédéric |
| Nakladatel: | Springer, Berlin |
| ISBN: | 9788847058163 |
| Rok vydání: | 2016 |
| Jazyk : | Angličtina |
| Vazba: | brožovaná/paperback |
| Počet stran: | 309 |
-
Hormone und Hormonsystem
Kleine, Bernhard
-
Molekularbiologie, Genomics
Mülhardt, Cornel
-
Achtung: Statistik
Christensen, Björn
-
Humangeographie kompakt
Freytag, Tim
-
Führungskompetenz ist lernbar
Tewes, Renate
-
Sexueller Missbrauch von Kindern und ...
Fegert, Jörg M.
-
Minerale und Gesteine
Markl, Gregor
-
Natur für die Seele
Guéguen, Nicolas
-
Statistik für alle
Krämer, Walter
-
Biologie des Geistesblitzes - Speed u...
Beck, Henning
-
Statistischer Unsinn
Quatember, Andreas
-
Heimhilfe
Jedelsky, Elisabeth
-
Leading Pharmaceutical Operational Ex...
Friedli, Thomas
-
Bewusstsein
Koch, Christof
-
Prüfungsangst und Lampenfieber
Metzig, Werner
-
Quantensinn und Quantenunsinn
Bricmont, Jean
