The Mathematical Theory of Minority Games:Statistical mechanics of interacting agents(Oxford Finance Series)

以少胜多的数学理论:交互代理统计力学

应用数学

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作      者
出  版 社
出版时间
2005年01月06日
装      帧
精装
ISBN
9780198520801
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页      码
338
开      本
240x168mm
语      种
英文
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图书简介
Aimed at researchers and students in physics, mathematics and economics, as well as financial practitioners, this text describes the mathematical theory of Minority Games from a statistical mechanics viewpoint. It provides a detailed and explicit introduction to the advanced mathematical analysis of these models, describes the potential and restrictions of physical methods in solving agent based market models, and outlines how different mathematical approaches are related.
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Princeton University Library
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