Limit Order Books
-10%
portes grátis
Limit Order Books
Abergel, Frederic; Jedidi, Aymen; Anane, Marouane; Chakraborti, Anirban; Muni Toke, Ioane
Cambridge University Press
05/2016
238
Dura
Inglês
9781107163980
15 a 20 dias
650
Descrição não disponível.
Foreword; Preface; Acknowledgements; List of tables; List of figures; 1. A short introduction to limit order books; 2. Statistical properties of limit order books: a survey; 3. The order book shape as a function of the average size of limit orders; 4. Empirical evidence of market making and market taking; 5. Agent-based modelling of limit order books: a survey; 6. The mathematical structure of zero-intelligence limit order book models; 7. The order book as a queueing system; 8. Advanced modelling of limit order books; 9. Numerical simulation of limit order books; 10. Market imperfection and predictability; Appendix A. A catalogue of order types on financial markets; Appendix B. Limit order book data; Appendix C. Some useful mathematical notions; Appendix D. Comparison of various prediction methods; Bibliography; Index.
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Foreword; Preface; Acknowledgements; List of tables; List of figures; 1. A short introduction to limit order books; 2. Statistical properties of limit order books: a survey; 3. The order book shape as a function of the average size of limit orders; 4. Empirical evidence of market making and market taking; 5. Agent-based modelling of limit order books: a survey; 6. The mathematical structure of zero-intelligence limit order book models; 7. The order book as a queueing system; 8. Advanced modelling of limit order books; 9. Numerical simulation of limit order books; 10. Market imperfection and predictability; Appendix A. A catalogue of order types on financial markets; Appendix B. Limit order book data; Appendix C. Some useful mathematical notions; Appendix D. Comparison of various prediction methods; Bibliography; Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
