Market Microstructure and Nonlinear Dynamics

Name: Market Microstructure and Nonlinear Dynamics
Brand: Springer International Publishing AG
SKU: 9783319343259
Price: 551.23 RON
Availability: InStock

Keeping Financial Crisis in Context

Autor: Gilles Dufrénot, Fredj Jawadi, Waël Louhichi

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Legare: Carte broșată

Editura: Springer International Publishing AG

Disponibilitate: În depozitul extern

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This book discusses market microstructure environment within the context of the global financial cri...

Informații despre carte

Autor

Gilles Dufrénot, Fredj Jawadi, Waël Louhichi

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2016

Pagini

315

EAN

9783319343259

ISBN

3319343254

Enbook ID

14166990

Editura

Springer International Publishing AG

Greutate

4978

Dimensiuni

155 x 235 x 18

Descriere completă

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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Market Microstructure and Nonlinear Dynamics

Keeping Financial Crisis in Context

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Descriere completă

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