Français
The Microstructure of Financial Markets.
Appartenance & droits
2009
198
134.53-DE JON
FINANCIAL MARKET ; STOCK MARKET ; INVESTMENT ; TRANSACTION COST THEORY ; ALGORITHM ; FINANCIAL STATISTICS ; MODEL ; MICROECONOMICS
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
Comment :
ISBN 13 : 978-0521867849
Contents : Contents:
List of figures
List of tables
Preface
Introduction
1. Institutions and market structure
2. Financial market equilibrium
3. Batch markets with strategic informed traders
4. Dealer markets: information-based models
5. Inventory models
6. Empirical models of market microstructure
7. Liquidity and asset pricing
8. Models of the limit order book
9. Price discovery
10. Policy issues in financial market structure
Index.
Notes : Réserve – Ask a librarian
Language : English
Place of publishing : CAMBRIDGE
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque