Market Microstructure 2024 pdf epub mobi 电子书

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发表于2024-12-26

Market Microstructure 2024 pdf epub mobi 电子书

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出版者:Wiley

作者:Abergel, Frederic

出品人:

页数:254

译者:

出版时间:2012-5-22

价格:USD 115.00

装帧:Hardcover

isbn号码:9781119952411

丛书系列:

图书标签: 金融 microstructure 投资量化交易 trading Trading Quant HFT

Market Microstructure 2024 pdf epub mobi 电子书图书描述

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.

Market Microstructure 2024 pdf epub mobi 电子书

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