購物比價找書網找車網
FindBook
排序:
 
 有 1 項符合

sophie laruelle

的圖書
Market Microstructure In Practice
$ 742
    電子書
Market Microstructure In Practice
作者:Sophie Laruelle,Charles-albert Lehalle 
出版社:World Scientific Publishing Company
出版日期:2013-11-05
語言:英文   
樂天KOBO 樂天KOBO - 工業與專業  - 來源網頁  
圖書介紹看圖書介紹
圖書介紹 - 資料來源:樂天KOBO   評分:
圖書名稱:Market Microstructure in Practice

Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the “Flash Crash” of 2010 are also analyzed in depth. Edited by Charles-Albert Lehalle and Sophie Laruelle, and with contributions from Romain Burgot, Stéphanie Pelin and Matthieu Lasnier, this book uses a quantitative viewpoint to help students, academics, regulators, policy makers, and practitioners understand how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical Appendix details the quantitative tools and indicators used throughout the book, allowing the reader to go further on his own.

Contents:

  • Monitoring the Fragmentation at Any Scale:

    • Fluctuations of Market Shares: A First Graph
    • Smart Order Routing (SOR), A Structural Component of European Price Formation Process
    • Still Looking for the Optimal Tick Size
    • Can We See in the Dark?
  • Understanding the Stakes and the Roots of Fragmentation:

    • From Intraday Market Share to Volume Curves: Some Stationarity Issues
    • Does More Liquidity Guarantee a Better Market Share? A Little Story About the European Bid-Ask Spread
    • The Agenda of High Frequency Traders: How Do They Extend Their Universe?
    • The Link Between Fragmentation and Systemic Risk
  • Optimal Organisations for Optimal Trading:

    • Organising a Trading Structure to Answer to a Fragmented Landscape
    • Market Impact Measurements: Understanding the Price Formation Process from the Viewpoint of One Investor
    • Optimal Trading Methods

Readership: Students, academics, researchers, finance professionals, regulators and policy makers interested in public markets, exchange and securities.
Key Features:

  • Interdisciplinary comments on market microstructure (covering economy, quantitative finance, and econophysics)
  • Covers a very large spectrum of phenomenon: high frequency trading, liquidity monitoring, the Flash Crash, systemic risk, fragmentation, Smart Order Routing, trade scheduling and optimal trading
  • The contributors are recognized by academia, regulators and practitioners
贊助商廣告
 
金石堂 - 今日66折
當好總統變成壞總統
作者:黃相旻
出版社:衛城出版
出版日期:2020-10-28
66折: $ 231 
金石堂 - 今日66折
24位名醫肯定,最好的休息法:科學實證,給睡不好、沒得睡、很難醒、日夜顛倒的人的休息與睡眠全書。
作者:三島和夫
出版社:大是文化有限公司
出版日期:2023-11-28
66折: $ 257 
金石堂 - 今日66折
造神:人類探索信仰與宗教的歷史
作者:雷薩.阿斯蘭
出版社:衛城出版
出版日期:2020-09-02
66折: $ 297 
 
金石堂 - 暢銷排行榜
魔都精兵的奴隸 (首刷限定版) 16
作者:竹村洋平/
出版社:東立出版社
出版日期:2024-11-05
$ 162 
金石堂 - 暢銷排行榜
永世流轉Ⅱ 無修正
作者:黑青郎君
出版社:未來數位有限公司
出版日期:2024-11-13
$ 277 
Taaze 讀冊生活 - 暢銷排行榜
圖解英文文法的原理【暢銷修訂版】:看圖學文法不用背,一張圖就懂!用老外的思維理解英文!
作者:安正鳳
出版社:語研學院
出版日期:2020-04-09
$ 299 
金石堂 - 暢銷排行榜
爆漿奶皇~巨乳100%~ 無修正※DAV
作者:西沢水木(西沢みずき)
出版社:未來數位有限公司
出版日期:2024-10-30
$ 253 
 
Taaze 讀冊生活 - 新書排行榜
2025【條理圖表分類,必考重點粗體凸顯】超級犯規!國文測驗高分關鍵的七堂課(十版)(高普考/地方特考/各類特考)
作者:李宜藍
出版社:千華數位文化股份有限公司
出版日期:2024-10-25
$ 621 
博客來 - 新書排行榜
戀上換裝娃娃 13 (首刷限定版)
$ 190 
金石堂 - 新書排行榜
霰草忍法帖(07)
$ 111 
博客來 - 新書排行榜
當爸媽過了65歲:你一定要知道的醫療、長照、財務、法律知識【全新增修版】
作者:康哲偉
出版社:先覺
出版日期:2024-11-01
$ 300 
 

©2024 FindBook.com.tw -  購物比價  找書網  找車網  服務條款  隱私權政策