Market Microstructure

Confronting Many Viewpoints

Business & Finance, Finance & Investing, Finance
Cover of the book Market Microstructure by , Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9781119952787
Publisher: Wiley Publication: April 3, 2012
Imprint: Wiley Language: English
Author:
ISBN: 9781119952787
Publisher: Wiley
Publication: April 3, 2012
Imprint: Wiley
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Wiley

Cover of the book Tips For A Successful Ebay Business by
Cover of the book The Brave New World of eHR by
Cover of the book Hybrid Teaching and Learning by
Cover of the book Mindfulness by
Cover of the book Project Management in Construction by
Cover of the book Fundamentals of Computational Intelligence by
Cover of the book A History of China by
Cover of the book The Wiley Handbook of Action Research in Education by
Cover of the book Molecular Pharmacology by
Cover of the book Catholic Mass For Dummies by
Cover of the book Investigating Culture by
Cover of the book Nonlinear Regression Modeling for Engineering Applications by
Cover of the book Trading VIX Derivatives by
Cover of the book Technology, Literature and Culture by
Cover of the book Kommentar zum Handbuch Eurocode 7 - Geotechnische Bemessung by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy