Pastāsti draugiem par šo preci:
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization Guo, Xin (Department of Statistics, Stanford University) 1. izdevums
Pasūtīts no attālās noliktavas
Mūsu klienti saka:
Pieejams arī kā:
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization
Guo, Xin (Department of Statistics, Stanford University)
The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.
374 pages, 30 colour illustrations, 19 black & white tables
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2016. gada 15. decembris |
| ISBN13 | 9781498706483 |
| Izdevēji | Taylor & Francis Inc |
| Lapas | 357 |
| Izmēri | 243 × 164 × 27 mm · 706 g |
| Valoda | Angļu |
Skatīt visus Guo, Xin (Department of Statistics, Stanford University) ( piem., Paperback Book un Hardcover Book )