The Resource Econophysics of Order-driven Markets, edited by Frédéric Abergel, Bikas K Chakrabarti, Anirban Chakraborti, Manipushpak Mitra, (electronic resource)

Econophysics of Order-driven Markets, edited by Frédéric Abergel, Bikas K Chakrabarti, Anirban Chakraborti, Manipushpak Mitra, (electronic resource)

Label
Econophysics of Order-driven Markets
Title
Econophysics of Order-driven Markets
Statement of responsibility
edited by Frédéric Abergel, Bikas K Chakrabarti, Anirban Chakraborti, Manipushpak Mitra
Creator
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
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
Member of
Is Subseries of
http://bibfra.me/vocab/relation/corporateauthor
EqAMAXdwbYY
Dewey number
332.0151
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • 7G_Cck0EmQk
  • ln2qQPgVvUo
  • UsC20OqtcjI
  • sTfpW31I1Qg
Language note
English
LC call number
HB90-HB99.722
Literary form
non fiction
http://bibfra.me/vocab/lite/meetingDate
2010
http://bibfra.me/vocab/lite/meetingName
Econophys-Kolkata
Nature of contents
dictionaries
http://bibfra.me/vocab/lite/organizationName
Econophys-Kolkata (Workshop)
http://library.link/vocab/relatedWorkOrContributorName
  • Econophys-Kolkata (Workshop)
  • Abergel, Frédéric.
  • Chakrabarti, Bikas K.
  • Chakraborti, Anirban.
  • Mitra, Manipushpak.
Series statement
New Economic Windows,
http://library.link/vocab/subjectName
  • Schools of economics
  • Differential equations, partial
  • Statistical physics
  • Heterodox Economics
  • Complex Systems
  • Partial Differential Equations
  • Statistical Physics and Dynamical Systems
Label
Econophysics of Order-driven Markets, edited by Frédéric Abergel, Bikas K Chakrabarti, Anirban Chakraborti, Manipushpak Mitra, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
pt. 1. Order book data and modelling -- pt. 2. High-frequency data and modelling -- pt. 3. Miscellaneous
Dimensions
unknown
Edition
1st ed. 2011.
Extent
1 online resource (315 p.)
Form of item
online
Isbn
9788847017665
Media category
computer
Media type code
  • c
Other control number
10.1007/978-88-470-1766-5
Specific material designation
remote
System control number
  • (CKB)2670000000082506
  • (EBL)763141
  • (OCoLC)728100130
  • (SSID)ssj0000508003
  • (PQKBManifestationID)11308740
  • (PQKBTitleCode)TC0000508003
  • (PQKBWorkID)10551371
  • (PQKB)10888549
  • (DE-He213)978-88-470-1766-5
  • (MiAaPQ)EBC763141
  • (EXLCZ)992670000000082506
Label
Econophysics of Order-driven Markets, edited by Frédéric Abergel, Bikas K Chakrabarti, Anirban Chakraborti, Manipushpak Mitra, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
pt. 1. Order book data and modelling -- pt. 2. High-frequency data and modelling -- pt. 3. Miscellaneous
Dimensions
unknown
Edition
1st ed. 2011.
Extent
1 online resource (315 p.)
Form of item
online
Isbn
9788847017665
Media category
computer
Media type code
  • c
Other control number
10.1007/978-88-470-1766-5
Specific material designation
remote
System control number
  • (CKB)2670000000082506
  • (EBL)763141
  • (OCoLC)728100130
  • (SSID)ssj0000508003
  • (PQKBManifestationID)11308740
  • (PQKBTitleCode)TC0000508003
  • (PQKBWorkID)10551371
  • (PQKB)10888549
  • (DE-He213)978-88-470-1766-5
  • (MiAaPQ)EBC763141
  • (EXLCZ)992670000000082506

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