Billede af bogens forside - Limit Order Books

Limit Order Books

af Frederic Abergel, m.fl.

Bog, Hardback, Engelsk, 2016

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9781107163980
  • Udgivet9/05/2016
  • Udgivet afCambridge University Press
  • Længde238 sider
  • ForfattereFrederic Abergel, Aymen Jedidi, Ioane Muni Toke, Marouane Anane, Anirban (Jawaharlal Nehru University) Chakraborti
  • GenreBusiness og læring, Økonomi og finans