Limit Order Books
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This text presents different models of limit order books and introduces a flexible open-source library, useful to those studying trading strategies.
| Autor: | Abergel, Frederic; Chakraborti, Anirban; Jedidi, Aymen; Toke, Ioane Muni; Anane, Marouane |
| Nakladatel: | Cambridge University Press |
| ISBN: | 9781107163980 |
| Rok vydání: | 2016 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 238 |
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