Market Microstructure Theory 2024 pdf epub mobi 电子书

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发表于2024-11-22

Market Microstructure Theory 2024 pdf epub mobi 电子书

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出版者:Wiley

作者:Maureen O'Hara

出品人:

页数:304

译者:

出版时间:1998-1-29

价格:GBP 28.99

装帧:Paperback

isbn号码:9780631207610

丛书系列:

图书标签: 金融 Market-microstructure 经济/金融学 Microstructure 市场结构 Theory Market 经济学

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

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.

Market Microstructure Theory 2024 pdf epub mobi 电子书

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