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

£44.52

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: 44.52 GBP
Availability: InStock

Technical Analysis

About as cheap as it gets. The only time it was cheaper was 1 month ago.

£45 today · all-time low £44 (May 2026) · usually £58

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Last 84 days • 84 data points (No recent data available)

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Price distribution over 84 days • 5 price levels

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Most common price: £110 (58 days, 69.0%)

Price range: £44 - £112

Price levels: 5 different prices over 84 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

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

About as cheap as it gets. The only time it was cheaper was 1 month ago.

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