Kniha Market Microstructure and Nonlinear Dynamics Gilles Dufrénot

Market Microstructure and Nonlinear Dynamics

Keeping Financial Crisis in Context

Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
130.05
This book discusses market microstructure environment within the context of the global financial cri...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2014
Stránok
315
EAN
9783319052113
ISBN
331905211X
Enbook ID
02465574
Hmotnosť
630
Rozmery
162 x 244 x 23

Kompletný popis

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. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners.

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