[PDF.17ce] Econophysics of Order-driven Markets (New Economic Windows)

Econophysics of Order-driven Markets (New Economic Windows)

[PDF.jz58] Econophysics of Order-driven Markets (New Economic Windows)

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 | #4884886 in Books |  2011-03-09 | Original language:English | PDF # 1 |  9.40 x1.10 x6.20l,1.55 | File type: PDF | 309 pages

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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 s...

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