Econophysics of order-driven markets
Subtitle: proceedings of Econophys-Kolkata V
By: Frédéric Abergel ... [et al.], editors
Contributors: Abergel, Frédéric
Series: New economic windows; New economic windows
Publisher: Springer
Published: 2011
Place of publication: Milan; New York
Language: eng
Number of pages: 308
ISBN-13: 9788847017658
Subjects: Mathematical models; Congresses; Finance; Income distribution; Statistical physics
Notes: Includes bibliographical references.

Description based on print version record.
Table of contents: title: pt. 1. Order book data and modelling; title: pt. 2. High-frequency data and modelling; title: pt. 3. Miscellaneous.