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Market Microstructure and Nonlinear Dynamics

Hardcover - 9783319052113
106,99 €
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Weitere Formate

Softcover - 9783319343259
106,99 €

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Weitere Formate

Softcover - 9783319343259
106,99 €

Beschreibung

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.

Keeping Financial Crisis in Context

Keeping Financial Crisis in Context

Details

Verlag Springer International Publishing
Ersterscheinung 29. Juli 2014
Maße 23.5 cm x 15.5 cm
Gewicht 658 Gramm
Format Hardcover
ISBN-13 9783319052113
Seiten 315

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