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

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Title: Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena
ISBN: 0-12-445890-4
Publisher: Academic Press
Pub. Date: 15 January, 2000
Format: Hardcover
Volumes: 1
List Price(USD): $77.95

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Average Customer Rating: 4 (1 review)

Customer Reviews

Rating: 4
Summary: A good review of the topic - but not enough focus
Comment: 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 (?)...

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