Market microstructure [electronic resource] : confronting many viewpoints / edited by Frédéric Abergel ... [et al.].

Contributor(s): Material type: TextTextSeries: Wiley finance seriesPublication details: Chichester, West Sussex, U.K. : Wiley, 2012.Description: xv, 238 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.64/2 23
LOC classification:
  • HG4521 .M37 2012eb
Online resources:
Contents:
pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
No physical items for this record

Includes bibliographical references and index.

pt. 1. Economic microstructure theory -- pt. 2. High frequency data modeling -- pt. 3. Market impact -- pt. 4. Optimal trading.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2015. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

There are no comments on this title.

to post a comment.