| 청구기호 |
332.0415 L522m |
| 판사항 |
Second Edition.
|
| 형태사항 |
xxvi, 339 pages : illustrations ; 24 cm
|
| 언어 |
English |
| 일반주기 |
Revised edition of Market microstructure in practice, [2014]
|
| 서지주기 |
Includes bibliographical references and index.
|
| 내용 |
Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and systemic risk -- The flash crash -- The signature plot -- The epps effect -- Optimal organization for optimal trading -- Market impact at different time scales -- Optimal trading quantitative approaches : optimal trade scheduling and optimal order routing -- Orderbook dynamics.
|
| 주제 |
Capital market.
Finance.
Stock exchanges.
|
| LCCN |
2017045429
|
| ISBN |
9789813231122
|
| QR CODE |
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