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Screen Based Trading and Open Order Book: From One-Sided Order Execution to Two-Sided Order Matching

By Otto Loistl, Georg Behm, Sascha Bakry
Hardcover
$89.99
By Otto Loistl, Georg Behm, Sascha Bakry
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This book explores screen-based trading with an open order book, where traders' decisions influence others in real time via that open order book. Modelling traders’ actions using discrete choice, a method proven in other fields but new to finance, and the integration of discrete choice into a Markov Process, offers an innovative approach to understanding decision making under uncertainty. We call this combination "Doubly Shastic Markov Process" (DSMP for short).

The book is aimed at those ...