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SKU/Artículo: AMZ-B0DKY3N6SP
Limit Order Book Models and Microstructure Economics With Python (Richman Computational Economics)
Format:
Paperback
Detalles del producto
Disponibilidad:
En stock
En stock
Peso con empaque:
0.54 kg
0.54 kg
Devolución:
Sí
Sí
Condición
Nuevo
Nuevo
Producto de:
Amazon
Amazon
Viaja desde
USA
USA
Sobre este producto
- Book Description:Delve into the intricate world of electronic trading with a comprehensive exploration of limit order books and microstructure economics. This extensive guide presents an in-depth analysis of the mathematical, statistical, and algorithmic principles underlying modern exchanges. Whether you are an academic, practitioner, or enthusiast, this book offers invaluable insights into the operations of financial markets and the complex interaction of orders.Key Features:Integrates theoretical models with practical applications.Includes Python code for hands-on experimentation with every chapter.Presents intricate algorithms and mathematical equations in an accessible manner.Covers a wide range of topics from basic concepts to advanced models.Ideal for both newcomers and experienced professionals in finance and technology.What You Will Learn:Gain foundational knowledge of limit order books and their components.Explore mathematical definitions and algorithms of core order types.Analyze order matching algorithms used for execution in electronic exchanges.Understand price formation models and the equations behind the price discovery process.Delve into the dynamics of order books and market impact analysis.Calculate market liquidity using quantitative formulas.Evaluate the market impact through sophisticated statistical models.Master the mathematics of order flow, including arrival, cancellation, and execution rates.Model limit order book dynamics using stochastic processes for better predictions.Assess your market's resiliency and its ability to handle financial shocks.Develop optimal execution strategies with precise formulas for order placement.Leverage statistical arbitrage techniques to exploit market inefficiencies.Understand crucial equations driving high-frequency trading strategies.Design and test empirical microstructure models on real-world data.Investigate the influence of large traders on market dynamics through algorithms.Analyze quote stochasticity and the statistical aspects of volatility.Evaluate how information flow affects market efficiency with advanced models.
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U$S 29,99
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U$S 74,98
60% OFF
U$S 29,99
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