Econophysics of order-driven markets : proceedings of Econophys-Kolkata V
著者
書誌事項
Econophysics of order-driven markets : proceedings of Econophys-Kolkata V
（New economic windows）
Springer, c2011
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注記
"The 5th Econophys-Kolkata conference held at the Saha Institute for Nuclear Physics in March 2010."--Pref
Includes bibliographical references
内容説明・目次
内容説明
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.
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