Econophysics Of Orderdriven Markets Proceedings Of Econophyskolkata V 1st Edition Fabrizio Pomponio by Fabrizio Pomponio, Frédéric Abergel (auth.), Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Manipushpak Mitra (eds.) 9788847017658, 9788847017665, 8847017653, 8847017661 instant download after payment.

The primary goal of the book is to present the ideas and research findingsof active researchers from various communities (physicists, economists,mathematicians, financial engineers) working in the field of"Econophysics", who have undertaken the task of modelling and analyzingorder-driven markets. Of primary interest in these studies arethe mechanisms leading to the statistical regularities ("stylized facts")of price statistics. Results pertaining to other important issues such asmarket impact, the profitability of trading strategies, or mathematicalmodels for microstructure effects, are also presented. Several leadingresearchers in these fields report on their recent work and also reviewthe contemporary literature. Some historical perspectives, commentsand debates on recent issues in Econophysics research are also included.