Microstructure and Properties of Catalysts, Treacy

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
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Цена: 6019.00 р.
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Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.

Автор: Harry Bhadeshia
Название: Steels: Microstructure and Properties,
ISBN: 0750680849 ISBN-13(EAN): 9780750680844
Издательство: Elsevier Science
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Цена: 14141.00 р.
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Описание: Steels represent the most widely-used metallic alloy. This work covers the microstructure, mechanical behaviour and properties of steels. It includes chapters on nanostructured steels, and alloys and technologies for the energy and automobile industries. It also presents extensive bibliographies and real-life examples.

Автор: Lyons Richard
Название: The Microstructure Approach to Exchange Rates
ISBN: 026262205X ISBN-13(EAN): 9780262622059
Издательство: MIT Press
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Цена: 6772.00 р.
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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.

Автор: Kronm??ller
Название: Micromagnetism and the Microstructure of Ferromagnetic Solids
ISBN: 0521120470 ISBN-13(EAN): 9780521120470
Издательство: Cambridge Academ
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Цена: 9029.00 р.
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Описание: The main theme of this book is micromagnetism, microstructure and analysis of relations between characteristic properties of the hysteresis loop and microstructure. It will be of interest to researchers and graduate students in condensed matter, electrical engineering and materials science, and to industrial researchers in the electrotechnical and recording industry.

Автор: Lehalle Charles-Albert
Название: Market Microstructure in Practice
ISBN: 9814566160 ISBN-13(EAN): 9789814566162
Издательство: World Scientific Publishing
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Цена: 16632.00 р.
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Описание: Latest Edition: Market Microstructure in Practice (2nd Edition)Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the "Flash Crash" of 2010 are also analyzed in depth. Edited by Charles-Albert Lehalle and Sophie Laruelle, and with contributions from Romain Burgot, St phanie Pelin and Matthieu Lasnier, this book uses a quantitative viewpoint to help students, academics, regulators, policy makers, and practitioners understand how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical Appendix details the quantitative tools and indicators used throughout the book, allowing the reader to go further on his own.

Автор: Prof. Dr. Lutz Johanning; Volker Fl?gel
Название: The Microstructure of European Bond Markets
ISBN: 3835004239 ISBN-13(EAN): 9783835004238
Издательство: Springer
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Цена: 9781.00 р.
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Описание: The volumes outstanding in bond markets are by far larger than in equity markets. Despite this fact, most of the research on the microstructure of financial market s focuses on equity markets. This is even more surprising taking into account that (i) the microstructure of a financial market has a strong influence on its ability to allocate resources efficiently, and (ii) that the results obtained from equity markets cannot be applied to bond markets. The thesis addresses open questions related to the microstructure of bond markets and presents three empirical studies. In the first paper, a unique dataset of transactions in German federal securities is analyzed to address the question whether the historical grown structure of different coexisting trading segments - exchange trading, bilateral OTC trading, and brokered OTC trading - can be economically justified. There is evidence that the different trading segments are indeed regarded as non-interchangeable by the market participants. The second part of the thesis focuses on the price formation in customer-dealer and the interdealer bond markets by applying cointegration econometrics to a dataset of high fi-equency quotes for EMU government bonds. While the customer-dealer market is still very fragmented and intransparent, trading in the interdealer market concentrates on a smaller number of more transparent electronic trading systems like EuroMTS.