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International financial markets play an increasingly important role. There can be no doubt that over the past twenty years the size of financial markets have gr
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Agent-Based Modeling
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Type: BOOK - Published: 2007-10-30 - Publisher: Springer Science & Business Media

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This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institut
Recent Developments in Computational Finance
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Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate a
A Marker to Measure Drift
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Now The Major Motion Picture DRIFT Starring Cynthia Erivo and Alia Shawkat • A New York Times Notable Book • Hypnotic in its depiction of physical and spiri