| 书目名称 | Econophysics of Order-driven Markets |
| 编辑 | Frédéric Abergel (Chair of Quantitative Finance),B |
| 视频video | |
| 概述 | 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 results.Book will report recent researches and |
| 丛书名称 | New Economic Windows |
| 图书封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2011 |
| 关键词 | Econophysics; Finance; Order-driven markets; partial differential equations |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-88-470-1766-5 |
| isbn_softcover | 978-88-470-5816-3 |
| isbn_ebook | 978-88-470-1766-5Series ISSN 2039-411X Series E-ISSN 2039-4128 |
| issn_series | 2039-411X |
| copyright | Springer Milan 2011 |
发表于 2025-3-21 18:54:58
