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B01=Anirban Chakraborti
B01=Bikas K Chakrabarti
B01=Frédéric Abergel
B01=Manipushpak Mitra
Category1=Non-Fiction
Category=GPFC
Category=KCA
Category=PBKJ
Category=PHU
COP=Italy
Delivery_Delivery within 10-20 working days
Language_English
PA=Available
Price_€100 and above
PS=Active
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Econophysics of Order-driven Markets

English

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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Current price €110.69
Original price €122.99
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Age Group_Uncategorizedautomatic-updateB01=Anirban ChakrabortiB01=Bikas K ChakrabartiB01=Frédéric AbergelB01=Manipushpak MitraCategory1=Non-FictionCategory=GPFCCategory=KCACategory=PBKJCategory=PHUCOP=ItalyDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=AvailablePrice_€100 and abovePS=Activesoftlaunch
Delivery/Collection within 10-20 working days
Product Details
  • Dimensions: 155 x 235mm
  • Publication Date: 04 Jan 2011
  • Publisher: Springer Verlag
  • Publication City/Country: Italy
  • Language: English
  • ISBN13: 9788847017658

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