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Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena PDF

303 Pages·2000·2.233 MB·English
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by Haim Levy, Moshe Levy, Sorin Solomon| 2000| 303 pages| 2.233| English

About Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena

I give it 4 stars for being one of the only books on the topic of microsimulation/agent-based modeling in finance.The author's research is very interesting and promising. The book reviews similar microsimulation attempts by others.However, there is no guidance as to the implementation of microsimulation studies in finance. The eauations/models of finance are easily found elsewhere .... but how do you turn them into a simulation project (?)...

Detailed Information

Author:Haim Levy, Moshe Levy, Sorin Solomon
Publication Year:2000
ISBN:124458904
Pages:303
Language:English
File Size:2.233
Format:PDF
Price:FREE
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