| 書目名稱 | Market Microstructure and Nonlinear Dynamics |
| 副標(biāo)題 | Keeping Financial Cr |
| 編輯 | Gilles Dufrénot,Fredj Jawadi,Wa?l Louhichi |
| 視頻video | http://file.papertrans.cn/625/624224/624224.mp4 |
| 概述 | Examines the market microstructure dynamics to understand effects of financial downturn.Provides information and analysis of new financial regulations.Helps to define optimal investment strategies.A d |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2014 |
| 關(guān)鍵詞 | Algorithmic Trading; Financial Crisis; High Frequency Trading; Market Microstructure; Order Book Dynamic |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-05212-0 |
| isbn_softcover | 978-3-319-34325-9 |
| isbn_ebook | 978-3-319-05212-0 |
| copyright | Springer International Publishing Switzerland 2014 |