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Author: Frédéric Abergel Publisher: Cambridge University Press ISBN: 1316870480 Category : Mathematics Languages : en Pages : 242
Book Description
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 way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Author: Frédéric Abergel Publisher: Cambridge University Press ISBN: 1316870480 Category : Mathematics Languages : en Pages : 242
Book Description
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 way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.
Author: Ingmar Nolte Publisher: Routledge ISBN: 1317570766 Category : Business & Economics Languages : en Pages : 377
Book Description
This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order books, high-frequency return distribution models, multivariate volatility forecasting, analysis of individual trading behaviour, the analysis of liquidity, price discovery across markets, market microstructure models and the information content of order flow. These issues are central both to the rapidly expanding practice of high frequency trading in financial markets and to the further development of the academic literature in this area. The volume will therefore be of immediate interest to practitioners and academics. This book was originally published as a special issue of European Journal of Finance.
Author: Henry M. Robert III Publisher: PublicAffairs ISBN: 1541751124 Category : Business & Economics Languages : en Pages : 219
Book Description
A short, concise and user-friendly guide to the essential procedures of conducting a meeting, written by the authors of Robert's Rules of Order Newly Revised, the only authorized edition of the classic work on parliamentary procedure Originally published in 1876, General Henry M. Robert's guide to smooth, orderly, and fairly conducted meetings has sold over six million copies in eleven editions. Robert's Rules of Order is the book on parliamentary proceedings, yet those not well versed on what has now become a rather thick document can find themselves lost-and delayed-while trying to locate the most important rules. The solution? Robert's Rules of Order Newly Revised in Brief. Written by the same authorship team behind the officially sanctioned Robert's Rules of Order, this short and user-friendly edition takes readers through the rules most often needed at meetings--from debates to amendments to nominations. With sample dialogues and a guide to using the complete edition, Robert's Rules of Order Newly Revised in Brief is the essential handbook for parliamentary proceedings.
Author: Sarah Mae Publisher: B&H Publishing Group ISBN: 1462796990 Category : Religion Languages : en Pages : 161
Book Description
How do you forgive when the wound is still open? People often ask Sarah, "How did you forgive your alcoholic mother?” How do you forgive someone who carelessly brushed aside your pain, who caused such destruction, and who doesn’t show remorse? How do you know when to stay and when to go? In The Complicated Heart, you will travel through Sarah's story with her, from age 14 and beyond, as she wrestles with these very questions. Prepare yourself: she holds nothing back. If you’ve struggled with a difficult relationship, if you’ve felt torn-up and crazy and confused because of it, if you just want to know how to move forward and be okay, this story is for you. Dysfunction does not have to be your destiny or your identity. Victory is on the table. What's more: you’ll not only travel with Sarah, you’ll travel with her mom as well as you read her mom’s journal entries and letters. What goes on in the mind of the person who hurt you the most? In this story, you’ll get a rare peek into that mind and heart. In these pages you'll be reminded that light always finds a way in, even in the deepest darkness, and redemption and joy are possible in the midst of trauma and unmet needs. If you want to learn how to forgive when your wound is still open, heal when circumstances don't change, and become a generational bondage-breaker, The Complicated Heart is for you. And if not for you, for someone you know. Pass it along.
Author: Ştefan Dorondel Publisher: University of Pittsburgh Press ISBN: 0822988844 Category : Technology & Engineering Languages : en Pages : 464
Book Description
The rise of industrial capitalism in the nineteenth century forged a new ecological order in North American and Western European states, radically transforming the environment through science and technology in the name of human progress. Far less known are the dramatic environmental changes experienced by Eastern Europe, in many ways a terra incognita for environmental historians and anthropologists. A New Ecological Order explores, from a historical and ethnographic perspective, the role of state planners, bureaucrats, and experts—engineers, agricultural engineers, geographers, biologists, foresters, and architects—as agents of change in the natural world of Eastern Europe from 1870 to the early twenty-first century. Contributors consider territories engulfed by empires, from the Habsburg to the Ottoman to tsarist Russia; territories belonging to disintegrating empires; and countries in the Balkan Peninsula, Central and Eastern Europe, and Eurasia. Together, they follow a rhetoric of “correcting nature,” a desire to exploit the natural environment and put its resources to work for the sake of developing the economies and infrastructures of modern states. They reveal an eagerness among newly established nation-states, after centuries of imperial economic and political impositions, to import scientific knowledge and new technologies from Western Europe that would aid in their economic development, and how those imports and ideas about nature ultimately shaped local projects and policies.
Author: Alain Bertaud Publisher: MIT Press ISBN: 0262550970 Category : Political Science Languages : en Pages : 429
Book Description
An argument that operational urban planning can be improved by the application of the tools of urban economics to the design of regulations and infrastructure. Urban planning is a craft learned through practice. Planners make rapid decisions that have an immediate impact on the ground—the width of streets, the minimum size of land parcels, the heights of buildings. The language they use to describe their objectives is qualitative—“sustainable,” “livable,” “resilient”—often with no link to measurable outcomes. Urban economics, on the other hand, is a quantitative science, based on theories, models, and empirical evidence largely developed in academic settings. In this book, the eminent urban planner Alain Bertaud argues that applying the theories of urban economics to the practice of urban planning would greatly improve both the productivity of cities and the welfare of urban citizens. Bertaud explains that markets provide the indispensable mechanism for cities’ development. He cites the experience of cities without markets for land or labor in pre-reform China and Russia; this “urban planners’ dream” created inefficiencies and waste. Drawing on five decades of urban planning experience in forty cities around the world, Bertaud links cities’ productivity to the size of their labor markets; argues that the design of infrastructure and markets can complement each other; examines the spatial distribution of land prices and densities; stresses the importance of mobility and affordability; and critiques the land use regulations in a number of cities that aim at redesigning existing cities instead of just trying to alleviate clear negative externalities. Bertaud concludes by describing the new role that joint teams of urban planners and economists could play to improve the way cities are managed.
Author: Henry Kissinger Publisher: Penguin ISBN: 0698165721 Category : Political Science Languages : en Pages : 434
Book Description
“Dazzling and instructive . . . [a] magisterial new book.” —Walter Isaacson, Time "An astute analysis that illuminates many of today's critical international issues." —Kirkus Reviews Henry Kissinger offers in World Order a deep meditation on the roots of international harmony and global disorder. Drawing on his experience as one of the foremost statesmen of the modern era—advising presidents, traveling the world, observing and shaping the central foreign policy events of recent decades—Kissinger now reveals his analysis of the ultimate challenge for the twenty-first century: how to build a shared international order in a world of divergent historical perspectives, violent conflict, proliferating technology, and ideological extremism. There has never been a true “world order,” Kissinger observes. For most of history, civilizations defined their own concepts of order. Each considered itself the center of the world and envisioned its distinct principles as universally relevant. China conceived of a global cultural hierarchy with the emperor at its pinnacle. In Europe, Rome imagined itself surrounded by barbarians; when Rome fragmented, European peoples refined a concept of an equilibrium of sovereign states and sought to export it across the world. Islam, in its early centuries, considered itself the world’s sole legitimate political unit, destined to expand indefinitely until the world was brought into harmony by religious principles. The United States was born of a conviction about the universal applicability of democracy—a conviction that has guided its policies ever since. Now international affairs take place on a global basis, and these historical concepts of world order are meeting. Every region participates in questions of high policy in every other, often instantaneously. Yet there is no consensus among the major actors about the rules and limits guiding this process or its ultimate destination. The result is mounting tension. Grounded in Kissinger’s deep study of history and his experience as national security advisor and secretary of state, World Order guides readers through crucial episodes in recent world history. Kissinger offers a unique glimpse into the inner deliberations of the Nixon administration’s negotiations with Hanoi over the end of the Vietnam War, as well as Ronald Reagan’s tense debates with Soviet Premier Gorbachev in Reykjavík. He offers compelling insights into the future of U.S.–China relations and the evolution of the European Union, and he examines lessons of the conflicts in Iraq and Afghanistan. Taking readers from his analysis of nuclear negotiations with Iran through the West’s response to the Arab Spring and tensions with Russia over Ukraine, World Order anchors Kissinger’s historical analysis in the decisive events of our time. Provocative and articulate, blending historical insight with geopolitical prognostication, World Order is a unique work that could come only from a lifelong policy maker and diplomat. Kissinger is also the author of On China.
Author: Cedric J. Robinson Publisher: UNC Press Books ISBN: 1469628228 Category : Political Science Languages : en Pages : 311
Book Description
Do we live in basically orderly societies that occasionally erupt into violent conflict, or do we fail to perceive the constancy of violence and disorder in our societies? In this classic book, originally published in 1980, Cedric J. Robinson contends that our perception of political order is an illusion, maintained in part by Western political and social theorists who depend on the idea of leadership as a basis for describing and prescribing social order. Using a variety of critical approaches in his analysis, Robinson synthesizes elements of psychoanalysis, structuralism, Marxism, classical and neoclassical political philosophy, and cultural anthropology in order to argue that Western thought on leadership is mythological rather than rational. He then presents examples of historically developed "stateless" societies with social organizations that suggest conceptual alternatives to the ways political order has been conceived in the West. Examining Western thought from the vantage point of a people only marginally integrated into Western institutions and intellectual traditions, Robinson's perspective radically critiques fundamental ideas of leadership and order.
Author: Frédéric Abergel
Author: Frédéric Abergel
Author: Ingmar Nolte
Author: Henry M. Robert III
Author: Sarah Mae
Author: Oregon. Office of the Secretary of State
Author: Ştefan Dorondel
Author: Kevin Leman
Author: Alain Bertaud
Author: Henry Kissinger
Author: Cedric J. Robinson