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Основной контент книги Market Microstructure. Confronting Many Viewpoints
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Maht 256 lehekülgi

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Market Microstructure. Confronting Many Viewpoints

autorid
Jean-Philippe Bouchaud,
thierry foucault
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Raamatut ei saa failina alla laadida, kuid seda saab lugeda meie rakenduses või veebis.

€105,12

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The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous «stylized facts» in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets, and other issues raised by high-frequency trading. World-class contributors cover topics including analysis of high-frequency data, statistics of high-frequency data, market impact, and optimal trading. This is a must-have guide for practitioners and academics in quantitative finance.

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Vanusepiirang:
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Ilmumiskuupäev Litres'is:
21 detsember 2017
Objętość:
256 lk
ISBN:
9781119952770
Üldsuurus:
24 МБ
Lehekülgede koguarv:
256
Õiguste omanik:
John Wiley & Sons Limited
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