Téléchargez le livre : Market Microstructure

Market Microstructure

Confronting Many Viewpoints de

Éditeur :

Wiley


Collection :

The Wiley Finance Series

Paru le : 2012-04-03

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Description
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.
Pages
254 pages
Collection
The Wiley Finance Series
Parution
2012-04-03
Marque
Wiley
EAN papier
9781119952411
EAN PDF
9781119952770
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
254
Taille du fichier
25037 Ko
Prix
56,14 €
EAN EPUB
9781119952787
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
254
Taille du fichier
3062 Ko
Prix
56,14 €

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