Frédéric Abergel – författare
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1 produkter
Limit Order Books
Av Frédéric Abergel, Marouane Anane m. fl.
Inbunden, 2016
792 kr
Lägg i varukorg
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests …