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Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena
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Author: Haim Levy, Moshe Levy, Sorin Solomon
List Price: $77.95
Our Price: Click to see the latest and low price
ISBN: 0124458904
Publisher: Academic Press (15 January, 2000)
Edition: Hardcover
Sales Rank: 281,137
Average Customer Rating: 4 out of 5
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Customer ReviewsRating: 4 out of 5
A good review of the topic - but not enough focus
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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