Super cena

Applications of Microscopic Modelling in Finance - Wei Alexander

Name: Applications of Microscopic Modelling in Finance - Wei Alexander
Brand: OmniScriptum GmbH & Co. KG
Availability: InStock

+ Dodaj do porównania Dodaj do listy zakupowej

Rozmiar

uniwersalny

608,68 zł

/ szt.

Najniższa cena z 30 dni przed obniżką: ~~641,44 zł~~ / szt.-5%

Cena regularna: ~~613,95 zł~~ / szt.-1%

Możesz kupić także poprzez:

Produkt dostępny

Darmowa i szybka dostawa od 89,00 zł

14 dni na łatwy zwrot

Bezpieczne zakupy

For the financial industry, it is of paramount importance to understand the statistical features of price processes. While statistical models can reproduce empirical findings, they cannot give insight into the causal relationships and the market's response to a changing environment. Microscopic models of financial markets are an approach to understand the underlying mechanisms determining the market behaviour. In this book, we give an introduction to the basic idea of microscopic modelling with a particular focus on the "Opinion Game", a microscopic market model introduced by Bovier, Černý and Hryniv (2006). Within the framework of the Opinion Game, we devote ourselves to two issues: First, the market stability in dependence on long-term investors and, second, the market illiquidity when orders of large volumes are executed. A survey of a JAVA implementation of the Opinion Game completes the book.

EAN: 9783838113517

Producent

OmniScriptum GmbH & Co. KG

Kod produktu

349FAY03527KS

Autorzy

Wei Alexander

Rok wydania

2010

Elementy

172

Oprawa

Oprawa Skórzana