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.

The field of X-ray spectroscopy using synchrotron radiation is growing so rapidly and expanding into such different research areas that it is now diffi cult to keep up with the literature. EXAFS and XANES are becoming interdis ciplinary methods used in solid-state physics, biology, and chemistry, and are making impressive contributions to these branches of science. The present book gives a panorama of the research activity in this field. It contains the papers presented at the International Conference on EXAFS and Near Edge Structure held in Frascati, Italy, September 13-17, 1982. This was the first international conference devoted to EXAFS spectroscopy (Extended X-ray Ab sorption Fine Structure) and its applications. The other topic of the con ference was the new XANES (X-ray Absorption Near Edge Structure), which in of experimental and theoretical developments finally appears to have terms left its infancy. The applications of EXAFS concern the determination of local structures in complex systems; we have therefore divided the subject matter into differ ent parts on various types of materials: amorphous metals, glasses, solu tions, biological systems, catalysts, and special crystals such as mixed valence systems and ionic conductors. EXAFS provides unique information for each kind of system, but the analysis of EXAFS data also poses special prob lems in each case. General problems of EXAFS data analysis are discussed, as well as developments in instrumentation for X-ray absorption using syn chrotron radiation and laboratory EXAFS.

This succinct, accessible two-volume set covers all aspects of Celtic historical life, from prehistory to the present day. The study of Celtic history has a wide international appeal, but unfortunately many of the available books on the subject are out-of-date, narrowly specialized, or contain incorrect information. Online information on the Celts is similarly unreliable. This two-volume set provides a well-written, up-to-date, and densely informative reference on Celtic history that is ideal for high school or college-aged students as well as general readers. The Celts: History, Life, and Culture uses a cross-disciplinary approach to explore all facets of this ancient society. The book introduces the archaeology, art history, folklore, history, linguistics, literature, music, and mythology of the Celts and examines the global influence of their legacy. Written entirely by acknowledged experts, the content is accessible without being simplistic. Unlike other texts in the field, The Celts: History, Life, and Culture celebrates all of the cultures associated with Celtic languages at all periods, providing for a richer and more comprehensive examination of the topic.

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This book provides a comprehensive introduction to Soergel bimodules. First introduced by Wolfgang Soergel in the early 1990s, they have since become a powerful tool in geometric representation theory. On the one hand, these bimodules are fairly elementary objects and explicit calculations are possible. On the other, they have deep connections to Lie theory and geometry. Taking these two aspects together, they offer a wonderful primer on geometric representation theory. In this book the reader is introduced to the theory through a series of lectures, which range from the basics, all the way to the latest frontiers of research. This book serves both as an introduction and as a reference guide to the theory of Soergel bimodules. Thus it is intended for anyone who wants to learn about this exciting field, from graduate students to experienced researchers.