Trades, quotes and prices: financial markets under the microscope
Auteur :
Bouchaud, Jean-Philippe / Bonart, Julius / Donier, Jonathan / Gould, Martin
Éditeur :
Cambridge University Press
ISBN :
9781107156050
Date de publication :
22 mars 2018
Dimensions :
25,3 x 17,8 x 2,5 cm
Poids :
1050 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
For decades, discussions of financial markets have primarily centred on prices. In this book for practitioners, researchers and advanced students, the authors present an alternative approach - the microstructure approach - by considering the micro-scale actions of individual traders, and addressing many long-standing questions regarding market fairness, stability, and optimal trading.