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MARKET MICROSTRUCTURE: CONFRONTING MANY VIEWPOINTS

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MARKET MICROSTRUCTURE: CONFRONTING MANY VIEWPOINTS

MARKET MICROSTRUCTURE: CONFRONTING MANY VIEWPOINTS

 ABERGEL & BOUCHALD

Hardcover

฿3,950

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คำที่เกี่ยวข้อง INVESTMENT & SECURITIES

Synopsis: MARKET MICROSTRUCTURE: CONFRONTING MANY VIEWPOINTS

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.

Product Details

ISBN 9781119952411
Weight 0.522
Publisher JOHN WILEY & SONS SINGAPORE PTE. LED.
Book Size (cm.) 159x234x24
Language English
Number of Pages 254

Highlight

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, executi view all

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