Econophysics of Order-driven Markets (New Economic Windows)
Language: English
Published by Springer 2016-08-23, 2016
- Softcover
- New

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AbeBooks seller since August 2, 2010
Condition: New
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- Title
- Econophysics of Order-driven Markets (New Economic Windows)
- Author
- Frdric Abergel, Manipushpak Mitra, Anirban Chakraborti, Bikas K Chakrabarti
- Publisher
- Springer 2016-08-23
- Publication year
- 2016
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 8847058163
- ISBN 13
- 9788847058163
- Series
- Book 17 of 27: New Economic Windows
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.
"Synopsis" may belong to another edition of this title.
About the Author
Anirban Chakraborti is an Associate Professor at the Quantitative Finance Group, Ecole Centrale Paris. He has research interests in statistical physics, econophysics and quantum physics.
Manipushpak Mitra is a Professor of Economics at the Indian Statistical Institute, Kolkata, India. He has articles published in internationally known journals and edited books on cooperative game theory, mechanisms design in allocation problems and in market regulation problems, and industrial organization.
"About the title" may belong to another edition of this title.
Chiron Media
Wallingford, United Kingdom
AbeBooks seller since August 2, 2010
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