Stochastic Modelling of Big Data in Finance
€127.90
Available for sending in 4/5 days
Product Information
| ISBN | 9781032209265 |
|---|---|
| Publisher | Taylor & Francis Ltd |
| Price (excl. tax) | €120.66 |
| Tax | €7.24 |
| Price (incl. tax) | €127.90 |
| Availability | 5 units in external warehouse |
Product Description
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).