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- Limit Order Books - Frédéric Abergel
Limit Order Books
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.
PRP: 489.60 Lei
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440.64Lei
440.64Lei
489.60 LeiPrimești 440 puncte
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Descrierea produsului
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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