Stochastic Modelling of Big Data in Finance

By Anatoliy Swishchuk

Book Overview

This book provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB).

• Format: Hardcover
• Language: English
• ISBN: 1032209267
• ISBN13: 9781032209265
• Release Date: November 2022
• Publisher: CRC Press
• Length: 280 Pages
• Weight: 1.33 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"