Sophie Laruelle & Charles-albert Lehalle 
MARKET MICROSTRUCTURE IN PRACTICE [EPUB ebook] 

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Market Microstructure in Practice (2nd Edition)Market Microstructure in Practice comments on the consequences of Reg NMS and Mi FID 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.

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语言 英语 ● 格式 EPUB ● 网页 332 ● ISBN 9789814566186 ● 文件大小 7.9 MB ● 编辑 Sophie Laruelle & Charles-albert Lehalle ● 出版者 World Scientific Publishing Company ● 市 Singapore ● 国家 SG ● 发布时间 2013 ● 下载 24 个月 ● 货币 EUR ● ID 6534488 ● 复制保护 Adobe DRM
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