Limit order books
Auteur :
Abergel, Frédéric / Anane, Marouane / Chakraborti, Anirban / Jedidi, Aymen / Muni Toke, Ioane
Éditeur :
Cambridge University Press
ISBN :
9781107163980
Date de publication :
9 mai 2016
Dimensions :
25,2 x 18,9 x 1,7 cm
Poids :
650 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.