Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena
Haim Levy, Moshe Levy, Sorin Solomon
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 (?)...
年:
2000
出版:
1st
出版社:
Academic Press
语言:
english
页:
303
ISBN 10:
0124458904
ISBN 13:
9780124458901
文件:
PDF, 2.23 MB
IPFS:
,
english, 2000