Limit Order Books (Physics of Society: Econophysics and Sociophysics) - Image 1

£44.27

Cambridge University Press Limit Order Books (Physics of Society: Econophysics and Sociophysics)

Name: Limit Order Books (Physics of Society: Econophysics and Sociophysics)
Brand: Cambridge University Press
Price: 44.27 GBP
Availability: InStock

Technical Analysis

It has never been this cheap. We have no record of a lower price.

£44 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 65 days · 65 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 65 days • 1 price levels

Days at Price

Price Analysis

Most common price: £44 (65 days, 100.0%)

Price range: £44 - £44

Price levels: 1 different prices over 65 days

Description

A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 1107163986
Category: Books > Subjects > Business, Finance & Law > Personal Finance > Technical Analysis
Domain: Amazon UK
Release Date: 09 May 2016
Listed Since: 18 March 2016

Barcode

No barcode data available

Cambridge University Press Limit Order Books (Physics of Society: Econophysics and Sociophysics)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Estimating Market Power and Strategies

Econophysics and Companies: Statistical Life and Death in Complex Business Networks

Cambridge Introduction to Econophysics - Financial Systems Book

Derivatives

Designing Economic Mechanisms: 0

Prediction Markets: Fundamentals, Designs, and Applications

High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)

Designing Economic Mechanisms

Probabilistic Modelling

Perspectives on Spin Glasses

Computational Models of Conditioning

Simulation-based Inference in Econometrics: Methods and Applications

Commodity Price Dynamics: A Structural Approach

Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues (Springer Series in Operations Research and Financial Engineering)

Computational and Mathematical Modeling in the Social Sciences

Stochastic Frontier Analysis

The Microstructure of Financial Markets

Introduction to Statistical Physics

The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications (Contributions to Management Science)

Valuation, Hedging and Speculation in Competitive Electricity Markets: A Fundamental Approach (Power Electronics and Power Systems)

Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance

The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium

Individual Forecasting and Aggregate Outcomes: 'Rational Expectations' Examined

Stochastic Optimization in Continuous Time