Samhälle & debatt
Market Microstructure In Practice
Sophie Laruelle • Charles-Albert Lehalle
Inbunden
2349:-
Uppskattad leveranstid 7-12 arbetsdagar
Fri frakt för medlemmar vid köp för minst 249:-
Andra format:
- Inbunden 2339:-
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, Stphanie 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.
- Format: Inbunden
- ISBN: 9789814566162
- Språk: Engelska
- Antal sidor: 332
- Utgivningsdatum: 2013-12-24
- Förlag: World Scientific Publishing Co Pte Ltd