Tell your friends about this item:
Stochastic Modelling of Big Data in Finance - Chapman and Hall / CRC Financial Mathematics Series Swishchuk, Anatoliy (University of Calgary, Alberta, Canada)
Stochastic Modelling of Big Data in Finance - Chapman and Hall / CRC Financial Mathematics Series
Swishchuk, Anatoliy (University of Calgary, Alberta, Canada)
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).
340 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 8, 2022 |
| ISBN13 | 9781032209265 |
| Publishers | Taylor & Francis Ltd |
| Pages | 280 |
| Dimensions | 243 × 160 × 21 mm · 624 g |
| Language | English |