Market Microstructure Theorytxt,chm,pdf,epub,mobi下载
作者:
Maureen O'Hara
出版社: Blackwell Publishers 出版年: 1997-08 页数: 304 定价: USD 59.95 装帧: Paperback ISBN: 9780631207610
内容简介
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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.After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive exa...
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.After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including:- Liquidity.- Multi-market trading.- Market structure.- Market Design Market Microstructure Theory includes extensive appendices developing Bayesian learning and the rational expectations framework.
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他的书必买,烧脑,值得珍藏
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希望不会让我失望。
非常棒