Market Microstructure Theory

会计学

售   价:
236.00
作      者
出  版 社
出版时间
1997年11月19日
装      帧
平装
ISBN
9780631207610
复制
页      码
304
开      本
23.4 x 16.7 x 1.7 cm
语      种
英文
综合评分
暂无评分
我 要 买
- +
库存 1 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
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.
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个