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

by Moshe Levy (Author), Moshe Levy (Author), Haim Levy (Author), Sorin Solomon (Author)

• New

  Hardcover
  2000

  $159.10

  Microscopic Simulation (MS) uses a computer to represent and keep track of individual elements in order to investigate complex systems which are analytically intractable. This work introduces MS within a simplified framework. It emphasizes investor behavior in determining asset prices and market dynamics.