Market microstructure confronting many viewpoints
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 wi...
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, U.K. :
Wiley
2012.
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| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628724906719 |
Tabla de Contenidos:
- pt. 1. Economic microstructure theory
- pt. 2. High frequency data modeling
- pt. 3. Market impact
- pt. 4. Optimal trading.
