9789813231122 - market microstructure in practice (second edition) di lehalle, charles-albert; laruelle, sophie (15 risultati)
Lingua: Inglese
Editore: WSPC 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 140,14
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Condizione: New.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
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Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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EUR 142,50
Spedizione gratuitaSpedito in U.S.A.Quantità: 15 disponibili
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Lingua: Inglese
Editore: WSPC 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 144,13
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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EUR 148,33
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, SG 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
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EUR 157,74
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. Second Edition. This book exposes and comments on the consequences of Reg NMS and MiFID 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.Using a quantitative viewpoint, this book explains 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 through the book, allowing the reader to go further independently.This book is written by practitioners and theoretical experts and covers practical aspects (like the optimal infrastructure needed to trade electronically in modern markets) and abstract analyses (like the use on entropy measurements to understand the progress of market fragmentation).As market microstructure is a recent academic field, students will benefit from the book's overview of the current state of microstructure and will use the Appendix to understand important methodologies. Policy makers and regulators will use this book to access theoretical analyses on real cases. For readers who are practitioners, this book delivers data analysis and basic processes like the designs of Smart Order Routing and trade scheduling algorithms.In this second edition, the authors have added a large section on orderbook dynamics, showing how liquidity can predict future price moves, and how High Frequency Traders can profit from it. The section on market impact has also been updated to show how buying or selling pressure moves prices not only for a few hours, but even for days, and how prices relax (or not) after a period of intense pressure.Further, this edition includes pages on Dark Pools, Circuit Breakers and added information outside of Equity Trading, because MiFID 2 is likely to push fixed income markets towards more electronification. The authors explore what is to be expected from this change in microstructure. The appendix has also been augmented to include the propagator models (for intraday price impact), a simple version of Kyle's model (1985) for daily market impact, and a more sophisticated optimal trading framework, to support the design of trading algorithms.
Lingua: Inglese
Editore: WSPC 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 146,69
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Condizione: New.
Lingua: Inglese
Editore: WSPC 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 148,67
EUR 17,38 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: WSPC 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 152,29
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Condizione: New. In.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, SG 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 191,96
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. Second Edition. This book exposes and comments on the consequences of Reg NMS and MiFID 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.Using a quantitative viewpoint, this book explains 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 through the book, allowing the reader to go further independently.This book is written by practitioners and theoretical experts and covers practical aspects (like the optimal infrastructure needed to trade electronically in modern markets) and abstract analyses (like the use on entropy measurements to understand the progress of market fragmentation).As market microstructure is a recent academic field, students will benefit from the book's overview of the current state of microstructure and will use the Appendix to understand important methodologies. Policy makers and regulators will use this book to access theoretical analyses on real cases. For readers who are practitioners, this book delivers data analysis and basic processes like the designs of Smart Order Routing and trade scheduling algorithms.In this second edition, the authors have added a large section on orderbook dynamics, showing how liquidity can predict future price moves, and how High Frequency Traders can profit from it. The section on market impact has also been updated to show how buying or selling pressure moves prices not only for a few hours, but even for days, and how prices relax (or not) after a period of intense pressure.Further, this edition includes pages on Dark Pools, Circuit Breakers and added information outside of Equity Trading, because MiFID 2 is likely to push fixed income markets towards more electronification. The authors explore what is to be expected from this change in microstructure. The appendix has also been augmented to include the propagator models (for intraday price impact), a simple version of Kyle's model (1985) for daily market impact, and a more sophisticated optimal trading framework, to support the design of trading algorithms.
Lingua: Inglese
Editore: World Scientific Pub Co Inc 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: Revaluation Books, Exeter, , Regno UnitoRevaluation Books
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EUR 187,76
EUR 14,48 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 2nd edition. 339 pages. 9.50x6.25x1.00 inches. In Stock.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, SG 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 160,86
EUR 43,21 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. Second Edition. This book exposes and comments on the consequences of Reg NMS and MiFID 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.Using a quantitative viewpoint, this book explains 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 through the book, allowing the reader to go further independently.This book is written by practitioners and theoretical experts and covers practical aspects (like the optimal infrastructure needed to trade electronically in modern markets) and abstract analyses (like the use on entropy measurements to understand the progress of market fragmentation).As market microstructure is a recent academic field, students will benefit from the book's overview of the current state of microstructure and will use the Appendix to understand important methodologies. Policy makers and regulators will use this book to access theoretical analyses on real cases. For readers who are practitioners, this book delivers data analysis and basic processes like the designs of Smart Order Routing and trade scheduling algorithms.In this second edition, the authors have added a large section on orderbook dynamics, showing how liquidity can predict future price moves, and how High Frequency Traders can profit from it. The section on market impact has also been updated to show how buying or selling pressure moves prices not only for a few hours, but even for days, and how prices relax (or not) after a period of intense pressure.Further, this edition includes pages on Dark Pools, Circuit Breakers and added information outside of Equity Trading, because MiFID 2 is likely to push fixed income markets towards more electronification. The authors explore what is to be expected from this change in microstructure. The appendix has also been augmented to include the propagator models (for intraday price impact), a simple version of Kyle's model (1985) for daily market impact, and a more sophisticated optimal trading framework, to support the design of trading algorithms.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, SG 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 181,60
EUR 75,31 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. Second Edition. This book exposes and comments on the consequences of Reg NMS and MiFID 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.Using a quantitative viewpoint, this book explains 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 through the book, allowing the reader to go further independently.This book is written by practitioners and theoretical experts and covers practical aspects (like the optimal infrastructure needed to trade electronically in modern markets) and abstract analyses (like the use on entropy measurements to understand the progress of market fragmentation).As market microstructure is a recent academic field, students will benefit from the book's overview of the current state of microstructure and will use the Appendix to understand important methodologies. Policy makers and regulators will use this book to access theoretical analyses on real cases. For readers who are practitioners, this book delivers data analysis and basic processes like the designs of Smart Order Routing and trade scheduling algorithms.In this second edition, the authors have added a large section on orderbook dynamics, showing how liquidity can predict future price moves, and how High Frequency Traders can profit from it. The section on market impact has also been updated to show how buying or selling pressure moves prices not only for a few hours, but even for days, and how prices relax (or not) after a period of intense pressure.Further, this edition includes pages on Dark Pools, Circuit Breakers and added information outside of Equity Trading, because MiFID 2 is likely to push fixed income markets towards more electronification. The authors explore what is to be expected from this change in microstructure. The appendix has also been augmented to include the propagator models (for intraday price impact), a simple version of Kyle's model (1985) for daily market impact, and a more sophisticated optimal trading framework, to support the design of trading algorithms.
Lingua: Inglese
Editore: WSPC 2018
Serie: Money Banking Investments Fina, Libro 1 di 4. Libro 1 di 4 - Money Banking Investments Fina
- Rilegato
- Print on Demand
Da: moluna, Greven, , Germaniamoluna
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EUR 155,64
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Klappentextrnrn nThis book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emerge…nce of high frequency trading.
Altre immaginiEditore: World Scientific 2018
- Rilegato
- Print on Demand
Da: preigu, Osnabrück, Germaniapreigu
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EUR 161,35
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Buch. Condizione: Neu. MKT MICROSTRUC PRACT (2ND ED) | Lehalle Charles-Albert | Buch | Gebunden | Englisch | 2018 | World Scientific | EAN 9789813231122 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
Editore: World Scientific
- Print on Demand
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 181,72
EUR 63,42 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical e…vents like the'Flash Crash' of 2010 are also analyzed in depth.Using a quantitative viewpoint, this book explains 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 through the book, allowing the reader to go further independently.This book is written by practitioners and theoretical experts and covers practical aspects (like the optimal infrastructure needed to trade electronically in modern markets) and abstract analyses (like the use on entropy measurements to understand the progress of market fragmentation).As market microstructure is a recent academic field, students will benefit from the book's overview of the current state of microstructure and will use the Appendix to understand important methodologies. Policy makers and regulators will use this book to access theoretical analyses on real cases. For readers who are practitioners, this book delivers data analysis and basic processes like the designs of Smart Order Routing and trade scheduling algorithms.In this second edition, the authors have added a large section on orderbook dynamics, showing how liquidity can predict future price moves, and how High Frequency Traders can profit from it. The section on market impact has also been updated to show how buying or selling pressure moves prices not only for a few hours, but even for days, and how prices relax (or not) after a period of intense pressure.Further, this edition includes pages on Dark Pools, Circuit Breakers and added information outside of Equity Trading, because MiFID 2 is likely to push fixed income markets towards more electronification. The authors explore what is to be expected from this change in microstructure. The appendix has also been augmented to include the propagator models (for intraday price impact), a simple version of Kyle's model (1985) for daily market impact, and a more sophisticated optimal trading framework, to support the design of trading algorithms.
