Автор: Jong, Frank De Rindi, Barbara Название: Microstructure of financial markets ISBN: 0521687276 ISBN-13(EAN): 9780521687270 Издательство: Cambridge Academ Рейтинг: 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: Abergel Название: Market Microstructure – Confronting Many Viewpoints ISBN: 1119952417 ISBN-13(EAN): 9781119952411 Издательство: Wiley Рейтинг: 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: Anil K. Bera; Sergey Ivliev; Fabrizio Lillo Название: Financial Econometrics and Empirical Market Microstructure ISBN: 3319352075 ISBN-13(EAN): 9783319352077 Издательство: Springer Рейтинг: Цена: 74530.00 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: Harris, Larry (Fred V. Keenan Chair in Finance, Ma Название: Trading and Exchanges: Market Microstructure for Practitioners ISBN: 0195144708 ISBN-13(EAN): 9780195144703 Издательство: Oxford Academ Рейтинг: Цена: 145200.00 T Наличие на складе: Поставка под заказ. Описание: Talks about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. This book enables readers to learn about investors, brokers, dealers, arbitrageurs, retail traders, rogue traders, and gamblers; exchanges, boards of trade, dealer networks, ECNs, crossing markets, and pink sheets.
Автор: Lyons Richard Название: The Microstructure Approach to Exchange Rates ISBN: 026262205X ISBN-13(EAN): 9780262622059 Издательство: MIT Press Рейтинг: Цена: 45150.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Explains the behaviour of exchange rates using models from microstructure finance and data from electronic trading. This book focuses on the economics of financial information and on how microstructure tools help to clarify the types of information relevant to exchange rates. It contains a combination of theoretical and empirical work.
Название: Market microstructure and nonlinear dynamics ISBN: 331905211X ISBN-13(EAN): 9783319052113 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Market Microstructure and Nonlinear Dynamics
Автор: Anil K. Bera; Sergey Ivliev; Fabrizio Lillo Название: Financial Econometrics and Empirical Market Microstructure ISBN: 3319099450 ISBN-13(EAN): 9783319099453 Издательство: Springer Рейтинг: 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 Рейтинг: Цена: 32730.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: de Jong Название: The Microstructure of Financial Markets ISBN: 0521867843 ISBN-13(EAN): 9780521867849 Издательство: Cambridge Academ Рейтинг: 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.
Автор: Prof. Dr. Lutz Johanning; Volker Fl?gel Название: The Microstructure of European Bond Markets ISBN: 3835004239 ISBN-13(EAN): 9783835004238 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The volumes outstanding in bond markets are by far larger than in equity markets. Despite this fact, most of the research on the microstructure of financial market s focuses on equity markets. This is even more surprising taking into account that (i) the microstructure of a financial market has a strong influence on its ability to allocate resources efficiently, and (ii) that the results obtained from equity markets cannot be applied to bond markets. The thesis addresses open questions related to the microstructure of bond markets and presents three empirical studies. In the first paper, a unique dataset of transactions in German federal securities is analyzed to address the question whether the historical grown structure of different coexisting trading segments - exchange trading, bilateral OTC trading, and brokered OTC trading - can be economically justified. There is evidence that the different trading segments are indeed regarded as non-interchangeable by the market participants. The second part of the thesis focuses on the price formation in customer-dealer and the interdealer bond markets by applying cointegration econometrics to a dataset of high fi-equency quotes for EMU government bonds. While the customer-dealer market is still very fragmented and intransparent, trading in the interdealer market concentrates on a smaller number of more transparent electronic trading systems like EuroMTS.
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: Hans R. Stoll Название: Microstructure of World Trading Markets ISBN: 0792392957 ISBN-13(EAN): 9780792392958 Издательство: Springer Рейтинг: Цена: 158380.00 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.
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