The Mathematical Theory of Minority Games Statistical Mechanics of Interacting Agents |
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| Author:
| Coolen, A. C. C. |
| Series title: | Oxford Finance Ser. |
| ISBN: | 978-0-19-852080-1 |
| Publication Date: | Mar 2005 |
| Publisher: | Oxford University Press, Incorporated
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| Book Format: | Hardback |
| List Price: | USD $185.00 |
Book Description:
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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.
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.