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An Introduction to High-Frequency Finance Издательство: Academic Press, 2001 г Твердый переплет, 416 стр ISBN 0-12-279671-3, 978-0-12-279671-5 Язык: Английский инфо 2457m.

An Introduction to High-Frequency Finance Издательство: Academic Press, 2001 г Твердый переплет, 416 стр ISBN 0-12-279671-3, 978-0-12-279671-5 Язык: Английский инфо 2457m.

""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, pахмблrimarily 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 ticбехкбk data" Robert Engle Формат: 15,5 см x 23,5 см Авторы (показать всех авторов) Michel M Dacorogna Ramazan Gencay Ulrich A Muller.




Цена: 8808 руб.



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