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Limit Order Books - Frederic Abergel - Bog

af Frederic Abergel, Aymen Jedidi, Ioane Muni Toke, Marouane Anane, Anirban (Jawaharlal Nehru University) Chakraborti

indgår i Physics of Society: Econophysics and Sociophysics serien

Limit Order Books af Frederic Abergel
Bag om Limit Order Books

Limit order books and order-driven markets form one of the main fields in market microstructure, an area which has triggered a considerable amount of interest amongst both researchers and market practitioners. This text is devoted to the statistical, mathematical and numerical aspects of limit order books.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781107163980
  • Indbinding:
  • Hardback
  • Sideantal:
  • 238
  • Udgivet:
  • 9. Maj 2016
  • Størrelse:
  • 194x254x18 mm.
  • Vægt:
  • 652 g.
  • Ukendt - mangler pt..

Normalpris

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Bag om Frederic Abergel

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Beskrivelse af Limit Order Books

Limit order books and order-driven markets form one of the main fields in market microstructure, an area which has triggered a considerable amount of interest amongst both researchers and market practitioners. This text is devoted to the statistical, mathematical and numerical aspects of limit order books.

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