Auf Lager:
7
Buch (Softcover): Fachbuch
Market Microstructure Theory
Verlag:
John Wiley & Sons Unsere-Artikel-Nr.: 2E67LVD
EAN: 9780631207610
Auf Lager:
7
Zustellung: Mi, 25.11.2026
Versand: Kostenlos
-8.6 %
CHF 56.90
CHF 52.–
Beschreibung
Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance. After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including:. Liquidity. Multi-market trading. Market structure. Market Design Market Microstructure Theory. includes extensive appendices developing Bayesian learning and the rational expectations framework.
Spezifikationen
Sprache
- Englisch
Autor
- Maureen O'Hara
Erscheinungsjahr
- 1997
Format
- Buch (Softcover)
Anzahl Seiten
- 304