Market microstructure and nonlinear dynamics, 

Автор: Hasbrouck, Joel
Название: Empirical Market Microstructure
ISBN: 0195301641 ISBN-13(EAN): 9780195301649
Издательство: Oxford Academ
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Цена: 67590.00 T
Наличие на складе: Поставка под заказ.
Описание: The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.

Автор: Anil K. Bera; Sergey Ivliev; Fabrizio Lillo
Название: Financial Econometrics and Empirical Market Microstructure
ISBN: 3319352075 ISBN-13(EAN): 9783319352077
Издательство: Springer
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Цена: 74530.00 T
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Описание: In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems.

Автор: Lehalle Charles-Albert
Название: Market Microstructure in Practice
ISBN: 9814566160 ISBN-13(EAN): 9789814566162
Издательство: World Scientific Publishing
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Цена: 110880.00 T
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Описание: Latest Edition: Market Microstructure in Practice (2nd Edition)Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the "Flash Crash" of 2010 are also analyzed in depth. Edited by Charles-Albert Lehalle and Sophie Laruelle, and with contributions from Romain Burgot, St phanie Pelin and Matthieu Lasnier, this book uses a quantitative viewpoint to help students, academics, regulators, policy makers, and practitioners understand how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical Appendix details the quantitative tools and indicators used throughout the book, allowing the reader to go further on his own.

Автор: Hans R. Stoll
Название: Microstructure of World Trading Markets
ISBN: 0792392957 ISBN-13(EAN): 9780792392958
Издательство: Springer
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Цена: 158380.00 T
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Описание: This volume addresses various aspects of the microstructure of world trading markets and provides scientific evidence on the functioning of specific foreign markets.

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
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Цена: 40130.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.

Автор: Gilles Dufr?not; Fredj Jawadi; Wa?l Louhichi
Название: Market Microstructure and Nonlinear Dynamics
ISBN: 3319343254 ISBN-13(EAN): 9783319343259
Издательство: Springer
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Цена: 121110.00 T
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Описание: This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed.

Автор: Anil K. Bera; Sergey Ivliev; Fabrizio Lillo
Название: Financial Econometrics and Empirical Market Microstructure
ISBN: 3319099450 ISBN-13(EAN): 9783319099453
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems.

Автор: O`Hara, Maureen
Название: Market Microstructure Theory
ISBN: 0631207619 ISBN-13(EAN): 9780631207610
Издательство: Wiley
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Цена: 32730.00 T
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Описание: Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

Автор: Abergel
Название: Market Microstructure – Confronting Many Viewpoints
ISBN: 1119952417 ISBN-13(EAN): 9781119952411
Издательство: Wiley
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Цена: 43290.00 T
Наличие на складе: Невозможна поставка.
Описание: 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.

Автор: Westerholm Peter Joakim
Название: Lecture Notes in Market Microstructure and Trading
ISBN: 9813234091 ISBN-13(EAN): 9789813234093
Издательство: World Scientific Publishing
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Цена: 84480.00 T
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Описание: This book, written by Joakim Westerholm, Professor of Finance and former trading professional, is intended to be used as basis for developing courses in Securities markets, Trading, and Market microstructure and connects theoretic rigor with practical real world applications.Market technology evolves, the roles of market participants change, and whole market segments disappear to be replaced by new ways to exchange securities. Yet, the same underlying economic principles continue to drive trading in securities markets. Thus, the scope of the book is global, providing a framework that is relevant both for current market designs and for future markets we will see develop. It is designed to stay relevant in a rapidly evolving field.The book contains a selection of lecture notes through which students will gain an in-depth understanding of the mechanism that drives trading in securities markets. The book also contains another set of lecture notes with more advanced, research-based material, suitable for Honours or Master level research students, or for PhD candidates. The material is self-explanatory and can also be used for self-study, preferably in conjunction with assigned readings.

Автор: Hans R. Stoll
Название: Microstructure of World Trading Markets
ISBN: 9401049653 ISBN-13(EAN): 9789401049658
Издательство: Springer
Рейтинг:
Цена: 139750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume addresses various aspects of the microstructure of world trading markets and provides scientific evidence on the functioning of specific foreign markets.

Автор: de Jong
Название: The Microstructure of Financial Markets
ISBN: 0521867843 ISBN-13(EAN): 9780521867849
Издательство: Cambridge Academ
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Цена: 79200.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.