Zobacz książki o podobnej tematyce

Więcej informacji o Limit Order Books

• Dane szczegółowe
• Opis
• Ulubione w innej kategorii

Za ten zakup dostaniesz 191 punkty

Opis

This book discusses several models of limit order books and introduces a general, flexible open-source library, useful to readers studying trading strategies in order-driven markets. It begins by assessing relevant empirical data, moves on to mathematical models, in order to reproduce observed properties, and finally presents a framework for numerical simulations. It covers some of the important modelling techniques in detail, including agent-based modelling, advanced modelling of limit order books based on Hawkes processes, Jaisson and Rosenbaum theories, and LLOB models. The book also provides in-depth coverage of simulation techniques, such as numerical simulation and the limit order book simulator. It will be useful to graduate students in the fields of econophysics, financial mathematics, actuarial mathematics and high frequency financial data.

Szczegóły książki

Kategoria Książki po angielsku Mathematics & science Mathematics Applied mathematics

• Pełny tytuł: Limit Order Books
• Autor: ABERGEL FREDERIC
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 238
• EAN: 9781107163980
• ISBN: 9781107163980
• ID: 10006826
• Wydawca: Cambridge University Press
• Waga: 652 g
• Wymiary: 194 × 254 × 18 mm
• Data wydania: 09. May 2016

Ulubione w innej kategorii

---

---

---