High-frequency trading models
By: Gewei Ye
Series: Wiley trading series
Publisher: John Wiley & Sons
Published: 2011
Place of publication: Hoboken, N.J
Language: eng
Number of pages: 322
ISBN-13: 9780470633731
Subjects: Investment analysis; Mathematical models; Speculation; Portfolio management; Financial engineering
Notes: Includes bibliographical references (p. 303-313) and index.