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language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, May of 2016 ‧
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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.

Limit Order Books

by Frédéric Abergel, Marouane Anane, Anirban (Jawaharlal Nehru University) Chakraborti, Ioane Muni Toke e Aymen Jedidi

Property Description
ISBN: 9781107163980
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: May of 2016
Language: English
Cover: Hardcover
Pages: 238
Format: Book
Collection: Physics Of Society: Econophysics And Sociophysics
Categories: Books in English > Science > Mathematics
EAN: 9781107163980