Stochastic Modelling of Big Data in Finance, Hardback/***

Descriere & specificații

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). Publisher: Taylor & Francis Ltd Author(s): Anatoliy (University of Calgary, Alberta, Canada) Swishchuk Illustration(s): 56 Tables, black and white; 53 Line drawings, color; 106 Line drawings, black and white; 53 Illustrations, color; 106 Illustrations, black and white Number of pages: 280 Collection: Chapman and Hall/CRC Financial Mathematics Series Publication date: 2022 Dimensions: 160 x 243 x 21 Cover type: Hardback

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