Related Books
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: 241
Pages: 241
Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press
This text presents different models of limit order books and introduces a flexible open-source library, useful to those studying trading strategies.
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: 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: 528
Pages: 528
Type: BOOK - Published: 1989 - Publisher: Oxford University Press, USA
This collection of papers is the result of a Cambridge University study of the consequences of missing markets, asymmetric information, market-dependent informa
