Levy Moshe, Levy Haim, Solomon Sorin:
Microscopic Simulation Of Financial Markets
From Investor Behavior To Market Phenomena
Elsevier Science & Technology (United States), 2000
Hardback, 300 pages
Size: 229x152 mm
ISBN: 9780124458901
ISBN-10: 0124458904
Microscopic Simulation Of Financial Markets
Microscopic Simulation (MS) uses a computer to represent and keep track of individual ("microscopic") elements in order to investigate complex systems which are analytically intractable. This book introduces Microscopic Simulation within a simplified framework. It offers ways to model deviations from rational decision-making.

