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General Book Search for "9781107163980"

General Books
School Books

Author : Anirban Chakraborti,Marouane Anane
Hardback
Published : Monday 9 May 2016
ISBN : 9781107163980
Price : €54.98

Description

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.