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Основной контент книги Market Microstructure. Confronting Many Viewpoints
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Volume 256 pages

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Market Microstructure. Confronting Many Viewpoints

authors
Jean-Philippe Bouchaud,
thierry foucault
Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$120

About the book

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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Age restriction:
0+
Release date on Litres:
21 December 2017
Volume:
256 p.
ISBN:
9781119952770
Total size:
24 МБ
Total number of pages:
256
Copyright holder:
John Wiley & Sons Limited
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