Limit Order Books
- Indbinding:
- Hardback
- Sideantal:
- 238
- Udgivet:
- 9. Maj 2016
- Størrelse:
- 194x254x18 mm.
- Vægt:
- 652 g.
Leveringstid:
Ukendt - mangler pt.
Beskrivelse af Limit Order Books
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.
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