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Stochastic Modelling of Big Data in Finance
Hardcover
Series: Chapman and Hall/CRC Financial Mathematics
Investing & FinanceGeneral ComputersGeneral Mathematics
ISBN13: 9781032209265
Publisher: CRC Press
Published: Nov 8 2022
Pages: 280
Weight: 1.33
Height: 0.75 Width: 6.14 Depth: 9.21
Language: English
This book provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB).
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