剧情简介：The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchang...(展开全部)
作者：Álvaro Cartea
出版社：Cambridge University Press
ISBN：9781107091146
