Microstructure of World Trading Markets, Hans R. Stoll

Автор: Jong, Frank De Rindi, Barbara
Название: Microstructure of financial markets
ISBN: 0521687276 ISBN-13(EAN): 9780521687270
Издательство: Cambridge Academ
Рейтинг:
Цена: 6019.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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: Hans R. Stoll
Название: Microstructure of World Trading Markets
ISBN: 9401049653 ISBN-13(EAN): 9789401049658
Издательство: Springer
Рейтинг:
Цена: 20962.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This volume addresses various aspects of the microstructure of world trading markets and provides scientific evidence on the functioning of specific foreign markets.

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: 21780.00 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.

Автор: Anil K. Bera; Sergey Ivliev; Fabrizio Lillo
Название: Financial Econometrics and Empirical Market Microstructure
ISBN: 3319352075 ISBN-13(EAN): 9783319352077
Издательство: Springer
Рейтинг:
Цена: 11179.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems.

Автор: Anil K. Bera; Sergey Ivliev; Fabrizio Lillo
Название: Financial Econometrics and Empirical Market Microstructure
ISBN: 3319099450 ISBN-13(EAN): 9783319099453
Издательство: Springer
Рейтинг:
Цена: 15372.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems.

Автор: Gilles Dufr?not; Fredj Jawadi; Wa?l Louhichi
Название: Market Microstructure and Nonlinear Dynamics
ISBN: 3319343254 ISBN-13(EAN): 9783319343259
Издательство: Springer
Рейтинг:
Цена: 18167.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed.

Автор: Prof. Dr. Lutz Johanning; Volker Fl?gel
Название: The Microstructure of European Bond Markets
ISBN: 3835004239 ISBN-13(EAN): 9783835004238
Издательство: Springer
Рейтинг:
Цена: 9781.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

Автор: O`Hara, Maureen
Название: Market Microstructure Theory
ISBN: 0631207619 ISBN-13(EAN): 9780631207610
Издательство: Wiley
Рейтинг:
Цена: 4910.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: 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.

Автор: Hammer-Krabbe S., Hammer-Krabbe Stephanie
Название: Architects of Electronic Trading: Technology Leaders Who Are Shaping Today`s Financial Markets
ISBN: 1118488075 ISBN-13(EAN): 9781118488072
Издательство: Wiley
Рейтинг:
Цена: 9108.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Insights that can help you improve your technology edge Featuring contributions from technology visionaries at leading alternative investors, hedge funds, trading firms, exchanges, and vendors, this book covers current trends in trading technology.

Автор: de Jong
Название: The Microstructure of Financial Markets
ISBN: 0521867843 ISBN-13(EAN): 9780521867849
Издательство: Cambridge Academ
Рейтинг:
Цена: 11880.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

Название: Market microstructure and nonlinear dynamics
ISBN: 331905211X ISBN-13(EAN): 9783319052113
Издательство: Springer
Рейтинг:
Цена: 18167.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Market Microstructure and Nonlinear Dynamics

Автор: Chan
Название: Machine Trading: Deploying Computer Algorithms to Conquer the Markets
ISBN: 1119219604 ISBN-13(EAN): 9781119219606
Издательство: Wiley
Рейтинг:
Цена: 7920.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Dive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business.