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Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	Januar 2011
Genre:	Wirtschaft / Recht
	Differentialrechnung und -gleichungen / Econophysics / Finance / Mathematische / Computergestützte / Theoretische Physik / Ökonomie / Order-drivenmarkets / PartialDifferentialEquations / Statistik / Wirtschaftstheorie und -philosophie / Wirtschaftswissenschaft mehr...
ISBN:	9788847017658
EAN-Code:	9788847017658
Verlag:	Springer
Einband:	Gebunden
Sprache:	English
Serie:	New Economic Windows
Dimensionen:	H 241 mm / B 160 mm / D 24 mm
Gewicht:	658 gr
Seiten:	328
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.