Econophysics of order-driven markets proceedings of Econophys-Kolkata V / [electronic resource] :
- 作者： Econophys-Kolkata (5th : 2010 : Saha Institute for Nuclear Physics)
- 其他作者：
- 出版： Milano : Springer Milan
- 叢書名： New economic windows
- 主題： Econophysics--Congresses. , Economics/Management Science. , Economics/Management Science, general. , Statistical Physics, Dynamical Systems and Complexity. , Partial Differential Equations.
- ISBN： 9788847017665 (electronic bk.) 、 9788847017658 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
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讀者標籤：
- 系統號： 005069532 | 機讀編目格式
館藏資訊
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.