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Limit Order Books - Physics of Society: Econophysics and Sociophysics Frederic Abergel
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Limit Order Books - Physics of Society: Econophysics and Sociophysics
Frederic Abergel
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.
238 pages, illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 9, 2016 |
| ISBN13 | 9781107163980 |
| Publishers | Cambridge University Press |
| Pages | 238 |
| Dimensions | 254 × 194 × 18 mm · 578 g |
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