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Language: en
Pages: 242
Pages: 242
Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the ord
Language: en
Pages: 360
Pages: 360
Type: BOOK - Published: 2015-08-06 - Publisher: Cambridge University Press
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorit
Language: en
Pages: 377
Pages: 377
Type: BOOK - Published: 2016-04-14 - Publisher: Routledge
This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address cri
Language: en
Pages: 254
Pages: 254
Type: BOOK - Published: 2017-01-11 - Publisher: Springer
This book presents the proceedings from ECONOPHYS-2015, an international workshop held in New Delhi, India, on the interrelated fields of “econophysics” and
Language: en
Pages: 203
Pages: 203
Type: BOOK - Published: 2010-02-18 - Publisher: Cambridge University Press
Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid unders
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