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Econophysics of Order-driven Markets: Proceedings of Econophys-Kolkata V (New Economic Windows) - Hardcover

 
9788847017658: Econophysics of Order-driven Markets: Proceedings of Econophys-Kolkata V (New Economic Windows)

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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.

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9788847058163: Econophysics of Order-driven Markets: Proceedings of Econophys-Kolkata V (New Economic Windows)

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Abergel, Frederic, Chakrabarti, Bikas K, Chakraborti, Anirban, Mitra, Manipushpak
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ISBN 10: 8847017653 ISBN 13: 9788847017658
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Abergel, Frederic (EDT); Chakrabarti, Bikas K. (EDT); Chakrabarti, Anirban (EDT); Mitra, Manipushpak (EDT)
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Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9788847017658

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Abergel, Frederic (EDT); Chakrabarti, Bikas K. (EDT); Chakrabarti, Anirban (EDT); Mitra, Manipushpak (EDT)
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 328 pp. Englisch. Seller Inventory # 9788847017658

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Chakrabarti, Bikas K.|Abergel, Frédéric|Chakraborti, Anirban
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This is the first book of its kind emerging out of the workshop where leading scientists from all over the world will discuss and report on their latest resultsBook will report recent researches and review contemporary developmentsThe book will also include. Seller Inventory # 5810715

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