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Market Microstructure Theory (Hardback)

Maureen O Hara

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ISBN 10: 1557864438 / ISBN 13: 9781557864437
Edité par John Wiley and Sons Ltd, United Kingdom, 1997
Neuf(s) Etat : New Couverture rigide
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A propos de cet article

Language: English . Brand New Book. Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance. N° de réf. du libraire AAH9781557864437

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Détails bibliographiques

Titre : Market Microstructure Theory (Hardback)

Éditeur : John Wiley and Sons Ltd, United Kingdom

Date d'édition : 1997

Reliure : Hardback

Etat du livre :New

Edition : Reprint.

A propos de ce titre

Synopsis :

Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

From the Back Cover:

Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including:


  • Liquidity.
  • Multi-market trading.
  • Market structure.
  • Market Design Market Microstructure Theory includes extensive appendices developing Bayesian learning and the rational expectations framework.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

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