Algorithmic and High-Frequency Trading

By Sebastian Jaimungal, José Peñalva, Álvaro Cartea, et al.

Book Overview

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1107091144
• ISBN13: 9781107091146
• Release Date: October 2015
• Publisher: Cambridge University Press
• Length: 356 Pages
• Weight: 1.91 lbs.
• Dimensions: 0.8" x 6.9" x 10.1"