Lingua: Inglese
Editore: Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Da: AMM Books, Gillingham, KENT, Regno Unito
EUR 48,81
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Aggiungi al carrelloHardcover. Condizione: Very Good. In stock ready to dispatch from the UK.
Lingua: Inglese
Editore: Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New.
Lingua: Inglese
Editore: Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Cambridge University Press, GB, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Da: Rarewaves.com USA, London, LONDO, Regno Unito
EUR 76,31
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Aggiungi al carrelloHardback. Condizione: 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.
Lingua: Inglese
Editore: Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 61,57
Quantità: 2 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Cambridge University Press 2016-05-12, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Da: Chiron Media, Wallingford, Regno Unito
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Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 238 pages. 10.00x8.00x0.50 inches. In Stock.
Lingua: Inglese
Editore: Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 68,50
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: New. In.
Lingua: Inglese
Editore: Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
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Aggiungi al carrelloGebunden. Condizione: 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.
Lingua: Inglese
Editore: Cambridge University Press, GB, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Da: Rarewaves.com UK, London, Regno Unito
EUR 71,46
Quantità: 1 disponibili
Aggiungi al carrelloHardback. Condizione: 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.