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Limit Order Books
- Binding:
- Hardback
- Pages:
- 238
- Published:
- May 9, 2016
- Dimensions:
- 194x254x18 mm.
- Weight:
- 652 g.
Delivery:
2-4 weeks
Expected delivery: October 24, 2024
Description of Limit Order Books
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.
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