Econophysics of Order-driven Markets (New Economic Windows)

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Management number 233567686 Release Date 2026/06/27 List Price US$34.09 Model Number 233567686
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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. Read more

ISBN10 8847017653
ISBN13 978-8847017658
Edition 2011th
Language English
Publisher Springer
Dimensions 6.2 x 1.1 x 9.4 inches
Item Weight 1.6 pounds
Print length 324 pages
Part of series New Economic Windows
Publication date January 4, 2011

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