Language: English
Published by Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Seller: AMM Books, Gillingham, KENT, United Kingdom
Hardcover. Condition: Very Good. In stock ready to dispatch from the UK.
Language: English
Published by Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Language: English
Published by Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Language: English
Published by Cambridge University Press, GB, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Hardback. Condition: New. 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 order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Language: English
Published by Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.
Language: English
Published by Cambridge University Press 2016-05-12, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Seller: Chiron Media, Wallingford, United Kingdom
Hardcover. Condition: New.
Language: English
Published by Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Condition: New. In.
Hardcover. Condition: Brand New. 1st edition. 238 pages. 10.00x8.00x0.50 inches. In Stock.
Language: English
Published by Cambridge University Press, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: As New. Unread book in perfect condition.
Language: English
Published by Cambridge University Press, GB, 2016
ISBN 10: 1107163986 ISBN 13: 9781107163980
Seller: Rarewaves.com UK, London, United Kingdom
Hardback. Condition: New. 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 order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.