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Book
Econophysics of order-driven markets : proceedings of Econophys-Kolkata V
Authors: --- ---
ISBN: 8847017653 8847017661 Year: 2011 Publisher: New York : Springer,

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Abstract

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.

Econophysics of stock and other markets : proceedings of the Econophys-Kolkata II
Authors: --- ---
ISBN: 1281167657 9786611167653 8847005027 8847005019 Year: 2006 Publisher: Milan : Springer-Verlag Italia,

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Abstract

This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The leading researchers in these fields have reported on their recent work and also reviewed the contemporary literature. Some historical perspectives as well as some comments and debates on recent issues in econophysics research have also been included.

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