Cambridge University Press
Limit Order Books (English, Frédéric Abergel | Marouane Anane | Anirban Chakraborti)
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About the Book
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 wa…
ISBN: 9781107163980
Book Specifications
| ISBN-13 | 9781107163980 |
| ISBN-10 | 1107163986 |
| Publisher | Cambridge University Press |
| Category | Cambridge University Press |
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