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Limit Order Books - Physics of Society: Econophysics and Sociophysics Frederic Abergel
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Limit Order Books - Physics of Society: Econophysics and Sociophysics
Frederic Abergel
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.
238 pages, illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2016. gada 9. maijs |
| ISBN13 | 9781107163980 |
| Izdevēji | Cambridge University Press |
| Lapas | 238 |
| Izmēri | 254 × 194 × 18 mm · 578 g |
| Valoda | Angļu |
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