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商品詳細
Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context. Softcover reprint of the original 1st ed. 2014
・ISBN 978-3-319-34325-9 paper EUR 129.99
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| 著者・編者 | Dufrenot, Gilles / Jawadi, Fredj / Louhichi, Wael (eds.), |
|---|---|
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2016 |
| ページ数 | 315 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A05-10046＞ |
解説
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. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners.