Market Microstructuretxt,chm,pdf,epub,mobi下载
作者:
Abergel, Frederic
出版社: Wiley 副标题: Confronting Many Viewpoints 出版年: 2012-5-22 页数: 254 定价: USD 115.00 装帧: Hardcover ISBN: 9781119952411
内容简介
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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 ...
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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很有趣的一本书
目录完整,很有吸引力。
忍不住一直看下去
希望不会让我失望。