Market Microstructure and Nonlinear Dynamics

市场微观结构与非线性动力学:金融危机背景下

政治经济学

原   价:
1436.25
售   价:
1149.00
优惠
平台大促 低至8折优惠
作      者
出版时间
2014年07月15日
装      帧
精装
ISBN
9783319052113
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页      码
315
语      种
英语
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图书简介
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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