Книга Market Microstructure and Nonlinear Dynamics Gilles Dufrénot

Market Microstructure and Nonlinear Dynamics

Keeping Financial Crisis in Context

Език: Английски език
Корици: С меки корици
Наличност: Външен склад
Изпращаме след 5-8 дни
105.41 206.16 лв
This book discusses market microstructure environment within the context of the global financial cri...

Информация за книгата

Език
Английски език
Корици
Книга - С меки корици
Издадена
2016
страници
315
EAN
9783319343259
ISBN
3319343254
Enbook ID
14166990
Теглоt
4978
Размери
155 x 235 x 18

Пълно 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. 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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