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Quantitative Trading
- Algorithms, Analytics, Data, Models, Optimization
Engelsk
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Specifikationer
Sprog:
Engelsk
Sider:
380
ISBN-13:
9780367871819
Indbinding:
Paperback
ISBN-10:
0367871815
Udg. Dato:
10 dec 2019
Størrelse i cm:
23,4 x 15,6
Oplagsdato:
10 dec 2019
Paperback 2019
Format:

Bog beskrivelse

The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.

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Specifikationer
Sprog:
Engelsk
Sider:
380
ISBN-13:
9780367871819
Indbinding:
Paperback
ISBN-10:
0367871815
Udg. Dato:
10 dec 2019
Størrelse i cm:
23,4 x 15,6
Oplagsdato:
10 dec 2019
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