Author: Frédéric Abergel
Publisher: Cambridge University Press
ISBN: 1316870480
Category : Mathematics
Languages : en
Pages : 242
Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Limit Order Books
Author: Frédéric Abergel
Publisher: Cambridge University Press
ISBN: 1316870480
Category : Mathematics
Languages : en
Pages : 242
Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Publisher: Cambridge University Press
ISBN: 1316870480
Category : Mathematics
Languages : en
Pages : 242
Book Description
A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
EXAFS and Near Edge Structure
Author: A. Bianconi
Publisher: Springer Science & Business Media
ISBN: 3642500986
Category : Science
Languages : en
Pages : 430
Book Description
The field of X-ray spectroscopy using synchrotron radiation is growing so rapidly and expanding into such different research areas that it is now diffi cult to keep up with the literature. EXAFS and XANES are becoming interdis ciplinary methods used in solid-state physics, biology, and chemistry, and are making impressive contributions to these branches of science. The present book gives a panorama of the research activity in this field. It contains the papers presented at the International Conference on EXAFS and Near Edge Structure held in Frascati, Italy, September 13-17, 1982. This was the first international conference devoted to EXAFS spectroscopy (Extended X-ray Ab sorption Fine Structure) and its applications. The other topic of the con ference was the new XANES (X-ray Absorption Near Edge Structure), which in of experimental and theoretical developments finally appears to have terms left its infancy. The applications of EXAFS concern the determination of local structures in complex systems; we have therefore divided the subject matter into differ ent parts on various types of materials: amorphous metals, glasses, solu tions, biological systems, catalysts, and special crystals such as mixed valence systems and ionic conductors. EXAFS provides unique information for each kind of system, but the analysis of EXAFS data also poses special prob lems in each case. General problems of EXAFS data analysis are discussed, as well as developments in instrumentation for X-ray absorption using syn chrotron radiation and laboratory EXAFS.
Publisher: Springer Science & Business Media
ISBN: 3642500986
Category : Science
Languages : en
Pages : 430
Book Description
The field of X-ray spectroscopy using synchrotron radiation is growing so rapidly and expanding into such different research areas that it is now diffi cult to keep up with the literature. EXAFS and XANES are becoming interdis ciplinary methods used in solid-state physics, biology, and chemistry, and are making impressive contributions to these branches of science. The present book gives a panorama of the research activity in this field. It contains the papers presented at the International Conference on EXAFS and Near Edge Structure held in Frascati, Italy, September 13-17, 1982. This was the first international conference devoted to EXAFS spectroscopy (Extended X-ray Ab sorption Fine Structure) and its applications. The other topic of the con ference was the new XANES (X-ray Absorption Near Edge Structure), which in of experimental and theoretical developments finally appears to have terms left its infancy. The applications of EXAFS concern the determination of local structures in complex systems; we have therefore divided the subject matter into differ ent parts on various types of materials: amorphous metals, glasses, solu tions, biological systems, catalysts, and special crystals such as mixed valence systems and ionic conductors. EXAFS provides unique information for each kind of system, but the analysis of EXAFS data also poses special prob lems in each case. General problems of EXAFS data analysis are discussed, as well as developments in instrumentation for X-ray absorption using syn chrotron radiation and laboratory EXAFS.
The Celts [2 volumes]
Author: John T. Koch
Publisher: Bloomsbury Publishing USA
ISBN: 1598849654
Category : History
Languages : en
Pages : 961
Book Description
This succinct, accessible two-volume set covers all aspects of Celtic historical life, from prehistory to the present day. The study of Celtic history has a wide international appeal, but unfortunately many of the available books on the subject are out-of-date, narrowly specialized, or contain incorrect information. Online information on the Celts is similarly unreliable. This two-volume set provides a well-written, up-to-date, and densely informative reference on Celtic history that is ideal for high school or college-aged students as well as general readers. The Celts: History, Life, and Culture uses a cross-disciplinary approach to explore all facets of this ancient society. The book introduces the archaeology, art history, folklore, history, linguistics, literature, music, and mythology of the Celts and examines the global influence of their legacy. Written entirely by acknowledged experts, the content is accessible without being simplistic. Unlike other texts in the field, The Celts: History, Life, and Culture celebrates all of the cultures associated with Celtic languages at all periods, providing for a richer and more comprehensive examination of the topic.
Publisher: Bloomsbury Publishing USA
ISBN: 1598849654
Category : History
Languages : en
Pages : 961
Book Description
This succinct, accessible two-volume set covers all aspects of Celtic historical life, from prehistory to the present day. The study of Celtic history has a wide international appeal, but unfortunately many of the available books on the subject are out-of-date, narrowly specialized, or contain incorrect information. Online information on the Celts is similarly unreliable. This two-volume set provides a well-written, up-to-date, and densely informative reference on Celtic history that is ideal for high school or college-aged students as well as general readers. The Celts: History, Life, and Culture uses a cross-disciplinary approach to explore all facets of this ancient society. The book introduces the archaeology, art history, folklore, history, linguistics, literature, music, and mythology of the Celts and examines the global influence of their legacy. Written entirely by acknowledged experts, the content is accessible without being simplistic. Unlike other texts in the field, The Celts: History, Life, and Culture celebrates all of the cultures associated with Celtic languages at all periods, providing for a richer and more comprehensive examination of the topic.
Pele and Hiiaka
Author: Nathaniel Bright Emerson
Publisher: Franklin Classics Trade Press
ISBN: 9780343662837
Category :
Languages : en
Pages : 286
Book Description
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. To ensure a quality reading experience, this work has been proofread and republished using a format that seamlessly blends the original graphical elements with text in an easy-to-read typeface. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Publisher: Franklin Classics Trade Press
ISBN: 9780343662837
Category :
Languages : en
Pages : 286
Book Description
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. To ensure a quality reading experience, this work has been proofread and republished using a format that seamlessly blends the original graphical elements with text in an easy-to-read typeface. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
The Old Testament in the Light of the Historical Records and Legends of Assyria and Babylonia
Author: Theophilus Goldridge Pinches
Publisher:
ISBN:
Category : Bible
Languages : en
Pages : 570
Book Description
Publisher:
ISBN:
Category : Bible
Languages : en
Pages : 570
Book Description
The Creole English of Nicaragua's Miskito Coast
Author: John A. Holm
Publisher:
ISBN:
Category : Creole dialects, English
Languages : en
Pages : 270
Book Description
Publisher:
ISBN:
Category : Creole dialects, English
Languages : en
Pages : 270
Book Description
The life of Philippus Theophrastus Bombast of Hohenheim, known by the name of Paracelsus, and the substance of his teachings
Author: Franz Hartmann
Publisher:
ISBN:
Category :
Languages : en
Pages : 336
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 336
Book Description
A Kewa Dictionary with Supplementary Grammatical and Anthropological Materials
Author: Karl James Franklin
Publisher:
ISBN:
Category : Foreign Language Study
Languages : en
Pages : 550
Book Description
Publisher:
ISBN:
Category : Foreign Language Study
Languages : en
Pages : 550
Book Description
A Nika-English Dictionary
Author: Johann Ludwig Krapf
Publisher:
ISBN:
Category : English language
Languages : en
Pages : 418
Book Description
Publisher:
ISBN:
Category : English language
Languages : en
Pages : 418
Book Description
Introduction to Soergel Bimodules
Author: Ben Elias
Publisher: Springer Nature
ISBN: 3030488268
Category : Mathematics
Languages : en
Pages : 588
Book Description
This book provides a comprehensive introduction to Soergel bimodules. First introduced by Wolfgang Soergel in the early 1990s, they have since become a powerful tool in geometric representation theory. On the one hand, these bimodules are fairly elementary objects and explicit calculations are possible. On the other, they have deep connections to Lie theory and geometry. Taking these two aspects together, they offer a wonderful primer on geometric representation theory. In this book the reader is introduced to the theory through a series of lectures, which range from the basics, all the way to the latest frontiers of research. This book serves both as an introduction and as a reference guide to the theory of Soergel bimodules. Thus it is intended for anyone who wants to learn about this exciting field, from graduate students to experienced researchers.
Publisher: Springer Nature
ISBN: 3030488268
Category : Mathematics
Languages : en
Pages : 588
Book Description
This book provides a comprehensive introduction to Soergel bimodules. First introduced by Wolfgang Soergel in the early 1990s, they have since become a powerful tool in geometric representation theory. On the one hand, these bimodules are fairly elementary objects and explicit calculations are possible. On the other, they have deep connections to Lie theory and geometry. Taking these two aspects together, they offer a wonderful primer on geometric representation theory. In this book the reader is introduced to the theory through a series of lectures, which range from the basics, all the way to the latest frontiers of research. This book serves both as an introduction and as a reference guide to the theory of Soergel bimodules. Thus it is intended for anyone who wants to learn about this exciting field, from graduate students to experienced researchers.