Idioma: Inglés
Publicado por Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: AMM Books, Gillingham, KENT, Reino Unido
EUR 48,69
Cantidad disponible: 13 disponibles
Añadir al carritoHardcover. Condición: Very Good. In stock ready to dispatch from the UK.
Idioma: Inglés
Publicado por Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 66,52
Cantidad disponible: 2 disponibles
Añadir al carritoCondición: New.
Idioma: Inglés
Publicado por Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 68,82
Cantidad disponible: 2 disponibles
Añadir al carritoCondición: As New. Unread book in perfect condition.
Idioma: Inglés
Publicado por Cambridge University Press, GB, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: Rarewaves.com USA, London, LONDO, Reino Unido
EUR 76,21
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Añadir al carritoHardback. Condición: New. A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Idioma: Inglés
Publicado por Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 61,05
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Añadir al carritoCondición: New.
Idioma: Inglés
Publicado por Cambridge University Press 2016-05-12, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: Chiron Media, Wallingford, Reino Unido
EUR 62,72
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Añadir al carritoHardcover. Condición: New.
EUR 67,20
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Añadir al carritoHardcover. Condición: Brand New. 1st edition. 238 pages. 10.00x8.00x0.50 inches. In Stock.
Idioma: Inglés
Publicado por Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 67,92
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Añadir al carritoCondición: New. In.
Idioma: Inglés
Publicado por Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 70,43
Cantidad disponible: 2 disponibles
Añadir al carritoCondición: As New. Unread book in perfect condition.
Idioma: Inglés
Publicado por Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 86,56
Cantidad disponible: 3 disponibles
Añadir al carritoCondición: New.
EUR 71,14
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Añadir al carritoCondición: New. 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, mathem.
Idioma: Inglés
Publicado por Cambridge University Press, GB, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Librería: Rarewaves.com UK, London, Reino Unido
EUR 70,86
Cantidad disponible: 1 disponibles
Añadir al carritoHardback. Condición: New. A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.