Extending the SSVI model with arbitrage-free conditions

Building a Model for the Limit Order Book

The Limit Order Book is a widely used tool of exchanges to allow traders to buy or sell stock easily. Seeing that in the financial sector a general rule of thumb is that the guy with the most knowledge also will have the best strategy and thereby make the most money, it is critical to have a very good understanding of the workings of the Limit...

Algemene planning: Van aanvraag tot oplevering "custom-bu