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Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena
Microscopic Simulation of Financial Markets From Investor Behavior to Market Phenomena
Author: Haim Levy, Moshe Levy, Sorin Solomon
Microscopic Simulation (MS) uses a computer to represent and keep track of individual ("microscopic") elements in order to investigate complex systems which are analytically intractable. A methodology that was developed to solve physics problems, MS has been used to study the relation between microscopic behavior and macroscopic phenomena in sys...  more »
ISBN-13: 9780124458901
ISBN-10: 0124458904
Publication Date: 1/15/2000
Pages: 300
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Publisher: Academic Press
Book Type: Hardcover
Members Wishing: 0
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