Market microstructure and nonlinear dynamics: keeping financial crisis in context
Éditeur :
Springer International Publishing AG
ISBN :
9783319052113
Date de publication :
29 juil. 2014
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed.