Overview
This text presents different models of limit order books and introduces a flexible open-source library, useful to those studying trading strategies.
- | Author: Fr?d?ric Abergel, Marouane Anane, Anirban Chakraborti, Aymen Jedidi, Ioane Muni Toke
- | Publisher: Cambridge University Press
- | Publication Date: May 09, 2016
- | Number of Pages: 238 pages
- | Language: English
- | Binding: Hardcover/Business & Economics
- | ISBN-10: 1107163986
- | ISBN-13: 9781107163980