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EBSCO_ocn967412428 |
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OCoLC |
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20231017213018.0 |
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161230t20172017fluad ob 001 0 eng d |
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|a CRCPR
|b eng
|e rda
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|c CRCPR
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|a 1206360741
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|a 9781315371580
|q (e-book ;
|q PDF)
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|a 1315371588
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|q PDF)
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|a 9781498706490
|q (PDF ebook)
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|a 1498706495
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|q (EPUB)
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|q (hbk.)
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|z 9780367871819
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|a AU@
|b 000066770052
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1 |
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|a UKMGB
|b 018189631
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|a (OCoLC)967412428
|z (OCoLC)1206360741
|
037 |
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|a 9781498706490
|b Ingram Content Group
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050 |
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4 |
|a HG4515.2
|b .G87 2017
|
082 |
0 |
4 |
|a 332.6450151
|b G977
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049 |
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|a UAMI
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100 |
1 |
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|a Guo, Xin,
|d 1969-
|e author.
|
245 |
1 |
0 |
|a Quantitative trading :
|b algorithms, analytics, data, models, optimization /
|c Xin Guo, University of California, Berkeley, USA, Tze Leung Lai, Stanford University, California, USA, Howard Shek, Tower Research Capital, New York City, New York, USA, Samuel Po-Shing Wong, 5Lattice Securities Limited, Hong Kong, China.
|
264 |
|
1 |
|a Boca Raton, FL :
|b CRC Press,
|c [2017]
|
264 |
|
4 |
|c ©2017
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300 |
|
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|a 1 online resource :
|b text file, PDF
|
336 |
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|a text
|b txt
|2 rdacontent
|
337 |
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|a computer
|b c
|2 rdamedia
|
338 |
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|a online resource
|b cr
|2 rdacarrier
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500 |
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|a "A Chapman & Hall book."
|
504 |
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|a Includes bibliographical references and index.
|
505 |
0 |
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|a 1. Introduction -- 2. Statistical models and methods for quantitative trading -- 3. Active portfolio management and investment strategies -- 4. Econometrics of transactions in electronic platforms -- 5. Limit order book : data analytics and dynamic models -- 6. Optimal execution and placement -- 7. Market making and smart order routing -- 8. Informatics, regulation and risk management -- A. Martingale theory -- B. Markov chain and related topics -- C. Doubly stochastic self-exciting point processes -- D. Weak convergence and limit theorems.
|
590 |
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|a eBooks on EBSCOhost
|b EBSCO eBook Subscription Academic Collection - Worldwide
|
650 |
|
0 |
|a Investments
|x Mathematical models.
|
650 |
|
0 |
|a Speculation
|x Mathematical models.
|
650 |
|
0 |
|a Investments
|x Data processing.
|
650 |
|
0 |
|a Electronic trading of securities.
|
650 |
|
6 |
|a Investissements
|x Modèles mathématiques.
|
650 |
|
6 |
|a Spéculation
|x Modèles mathématiques.
|
650 |
|
6 |
|a Investissements
|x Informatique.
|
650 |
|
6 |
|a Valeurs mobilières
|x Commerce électronique.
|
650 |
|
7 |
|a MATHEMATICS
|x General.
|2 bisacsh
|
650 |
|
7 |
|a MATHEMATICS
|x Probability & Statistics
|x General.
|2 bisacsh
|
650 |
|
7 |
|a Electronic trading of securities
|2 fast
|
650 |
|
7 |
|a Investments
|x Data processing
|2 fast
|
650 |
|
7 |
|a Investments
|x Mathematical models
|2 fast
|
650 |
|
7 |
|a Speculation
|x Mathematical models
|2 fast
|
700 |
1 |
|
|a Lai, T. L.,
|e author.
|
700 |
1 |
|
|a Shek, Howard,
|e author.
|
700 |
1 |
|
|a Wong, Samuel Po-Shing,
|e author.
|
776 |
0 |
8 |
|i Print version:
|z 9781498706483
|
856 |
4 |
0 |
|u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1769120
|z Texto completo
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936 |
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|a Taylor & Francis
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|
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|a YBP Library Services
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994 |
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|b IZTAP
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