Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  пн-пт: 10-20 сб-вс: 11-18
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Акции | Cертификаты | Хиты | |
 

Market Microstructure Theory, O`Hara, Maureen



Варианты приобретения
Цена: 3348р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 893 шт.  Склад Америка: 82 шт.  
При оформлении заказа до: 9 фев 2022
Ориентировочная дата поставки: начало Марта

Добавить в корзину
в Мои желания

Автор: O`Hara, Maureen
Название:  Market Microstructure Theory
Перевод названия: Теория микроструктуры рынка
ISBN: 9780631207610
Издательство: Wiley
Классификация:
ISBN-10: 0631207619
Обложка/Формат: Paperback
Страницы: 304
Вес: 0.46 кг.
Дата издания: 31.03.1998
Язык: English
Издание: New ed
Иллюстрации: 0
Размер: 230 x 154 x 18
Читательская аудитория: Postgraduate, research & scholarly
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии



Market Microstructure in Emerging and Developed Markets

Автор: Baker H Kent
Название: Market Microstructure in Emerging and Developed Markets
ISBN: 1118278445 ISBN-13(EAN): 9781118278444
Издательство: Wiley
Рейтинг:
Цена: 12128 р.
Наличие на складе: Поставка под заказ.

Описание: A comprehensive guide to the dynamic area of finance known as market microstructure Interest in market microstructure has grown dramatically in recent years due largely in part to the rapid transformation of the financial market environment by technology, regulation, and globalization.

Trading and Exchanges: Market Microstructure for Practitioners

Автор: Harris, Larry (Fred V. Keenan Chair in Finance, Ma
Название: Trading and Exchanges: Market Microstructure for Practitioners
ISBN: 0195144708 ISBN-13(EAN): 9780195144703
Издательство: Oxford Academ
Рейтинг:
Цена: 11504 р.
Наличие на складе: Поставка под заказ.

Описание: Talks about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. This book enables readers to learn about investors, brokers, dealers, arbitrageurs, retail traders, rogue traders, and gamblers; exchanges, boards of trade, dealer networks, ECNs, crossing markets, and pink sheets.

Microstructure of financial markets

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
Рейтинг:
Цена: 3565 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text.

The Microstructure Approach to Exchange Rates

Автор: Lyons Richard
Название: The Microstructure Approach to Exchange Rates
ISBN: 026262205X ISBN-13(EAN): 9780262622059
Издательство: MIT Press
Рейтинг:
Цена: 3506 р.
Наличие на складе: Поставка под заказ.

Описание: Explains the behaviour of exchange rates using models from microstructure finance and data from electronic trading. This book focuses on the economics of financial information and on how microstructure tools help to clarify the types of information relevant to exchange rates. It contains a combination of theoretical and empirical work.

Advances in quantitative analysis of finance and accounting (vol. 3): essays in microstructure in honor of david k whitcomb

Название: Advances in quantitative analysis of finance and accounting (vol. 3): essays in microstructure in honor of david k whitcomb
ISBN: 9812566260 ISBN-13(EAN): 9789812566263
Издательство: World Scientific Publishing
Рейтинг:
Цена: 12194 р.
Наличие на складе: Поставка под заказ.

Описание: News
Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).
Market microstructure is the study of how markets operate and how transaction dynamics can affect security price formation and behavior. The impact of microstructure on all areas of finance has been increasingly apparent. Empirical microstructure has opened the door for improved transaction cost measurement, volatility dynamics and even asymmetric information measures, among others. Thus, this field is an important building block towards understanding today's financial markets. One of the pioneers in the field of market microstructure is David K Whitcomb, who retired from Rutgers University in 1999 after 25 years of service. David generously funded the David K Whitcomb Center for Research in Financial Services, located at Rutgers University. The Center organized a conference at Rutgers in his honor. This conference showcased papers and research conducted by the leading luminaries in the field of microstructure and drew a broad and illustrious audience of academicians, practitioners and former students, all who came to pay tribute to David K Whitcomb. Most of the papers in this volume were presented at that conference and the contributions to this volume are a lasting bookmark in microstructure. The coverage of topics on this volume is broad, ranging from the theoretical to empirical, and covering various issues from market architecture to liquidity and volatility.

The Microstructure of Financial Markets

Автор: de Jong
Название: The Microstructure of Financial Markets
ISBN: 0521867843 ISBN-13(EAN): 9780521867849
Издательство: Cambridge Academ
Рейтинг:
Цена: 8397 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text.

Market Microstructure – Confronting Many Viewpoints

Автор: Abergel
Название: Market Microstructure – Confronting Many Viewpoints
ISBN: 1119952417 ISBN-13(EAN): 9781119952411
Издательство: Wiley
Рейтинг:
Цена: 4734 р.
Наличие на складе: Невозможна поставка.

Описание: 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.

Financial econometrics modeling: market microstructure, factor models and financial risk measures

Название: Financial econometrics modeling: market microstructure, factor models and financial risk measures
ISBN: 0230283624 ISBN-13(EAN): 9780230283626
Издательство: Springer
Рейтинг:
Цена: 12539 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия