An Introduction to High-Frequency Finance. Michel M. Dacorogna, Ramazan Gencay, Ulrich A. Muller, Richard B. Olsen, Olivier V. Pictet. ISBN: 0-12-279671-3,978-0-12-279671-5

An Introduction to High-Frequency Finance

""An Introduction to High-Frequency Finance" by the research team from Olsen & Associates is an amazing presentation of their work over the last decade and a half examining high-frequency, primarily currency, data. The volume includes details of data handling, filtering methods, scaling procedures, volatility models, automatic market making and trading rules that for many years were proprietary information. I highly recommend the book for anyone using tick data." Robert Engle Формат: 15,5 см x 23,5 см.
Авторы Michel M. Dacorogna , Ramazan Gencay , Ulrich A. Muller , Richard B. Olsen , Olivier V. Pictet
Год выпуска 2001
ISBN 0-12-279671-3 978-0-12-279671-5
Переплёт Твердый переплет
Количество страниц 416
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с 22 октября 2017
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