Market microstructure: confronting many viewpoints / edited by Frédéric Abergel ... [et al.].
2012
HG4521 .M37 2012
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Details
Title
Market microstructure: confronting many viewpoints / edited by Frédéric Abergel ... [et al.].
ISBN
9781119952411
9781119952770 (electronic bk.)
9781119952770 (electronic bk.)
Imprint
Chichester, West Sussex, U.K. : Wiley, 2012.
Language
English
Description
xv, 238 p. : ill.
Call Number
HG4521 .M37 2012
Dewey Decimal Classification
332.64/2
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Added Author
Abergel, Frédéric.
Series
Wiley finance series.
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Table of Contents
pt. 1. Economic microstructure theory
pt. 2. High frequency data modeling
pt. 3. Market impact
pt. 4. Optimal trading.
pt. 2. High frequency data modeling
pt. 3. Market impact
pt. 4. Optimal trading.