Isbn: 9781107163980 - limit order books (physics of society: econophysics and sociophysics) (6 Ergebnisse)

Hardcover. Zustand: Very Good. In stock ready to dispatch from the UK.

Zustand: New. In English.

Hardcover. Zustand: Brand New. 1st edition. 238 pages. 10.00x8.00x0.50 inches. In Stock.

Zustand: New. This text presents different models of limit order books and introduces a flexible open-source library, useful to those studying trading strategies. Series: Physics of Society: Econophysics and Sociophysics. Num Pages: 238 pages, illustrations. BIC Classification: PBW. Category: (P) Professional & Vocational. Dimension: 194 x 254 x 18. Weight in Grams: 664. . 2016. Illustrated. hardcover. . . . . Books ship from the US and Ireland. …

Gebunden. Zustand: New. 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, mathem.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…