| Autor: |
Abergel, Frédéric |
| Další autoři: |
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| Jazyk: |
angličtina |
| Informace o vydání: |
Dehli : Cambridge University Press, 2016. |
| Předmět: |
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| Vydání: |
1st ed. |
| Druh dokumentu: |
Online; Non-fiction; Electronic document |
| Abstrakt: |
Summary: 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. |
| Databáze: |
Vybrané kolekce e-knih |
| Externí odkaz: |
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