English
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About The Book
Description
Author(s)
<p>The first part of this book discusses institutions and mechanisms of algorithmic trading market microstructure high-frequency data and stylized facts time and event aggregation order book dynamics trading strategies and algorithms transaction costs market impact and execution strategies risk analysis and management. The second part covers market impact models network models multi-asset trading machine learning techniques and nonlinear filtering. The third part discusses electronic market making liquidity systemic risk recent developments and debates on the subject.</p>
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Details
ISBN 13
9781498706483
Publication Date
-15-12-2016
Pages
-380
Weight
-631 grams
Dimensions
-156x234x21.52 mm
