Stochastic Modelling of Big Data in Finance

133,90 €


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Información del producto

ISBN9781032209265
EditorialTaylor & Francis Ltd
Precio (sin IVA)126,32 €
Impuestos7,58 €
Precio (IVA incluido)133,90 €
Disponibilidad5 Unidades En almacén externo

Descripción del producto

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).