Descargar libros de texto a la computadora. Market Microstructure: Confronting Many Viewpoints de Fred Abergel, Jean-Philippe Bouchaud in Spanish

Market Microstructure: Confronting Many Viewpoints

Market Microstructure: Confronting Many Viewpoints

by Fred Abergel, Jean-Philippe Bouchaud

Editorial: Wiley, John & Sons, Incorporated
ISBN: 9781119952411
Número de páginas: 254
Formatos: pdf, ePub, mobi, fb2
Tamaño de archivo: 7 Mb
Fecha de publicación: 2020-05-29
DESCARGAR

Descripción

The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous "stylized facts" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets, and other issues raised by high-frequency trading. World-class contributors cover topics including analysis of high-frequency data, statistics of high-frequency data, market impact, and optimal trading. This is a must-have guide for practitioners and academics in quantitative finance.