Order book modeling and control

On 6th May 2010, the stock market experienced in few minutes a large price decline and recovery collectively known as the Flash Crash. A serie of events on financial market before and during the flash crash setted up a high volume of transactions and unbalanced order flow collapsing into a lack of l...

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Bibliographic Details
Main Author: Gabriel Dias Pais
Other Authors: Alexsandro Machado Jacob
Format: Others
Language:English
Published: Instituto Tecnológico de Aeronáutica 2012
Subjects:
Online Access:http://www.bd.bibl.ita.br/tde_busca/arquivo.php?codArquivo=2209

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