Market Microstructure and Nonlinear Dynamics

This book PDF is perfect for those who love Business & Economics genre, written by Gilles Dufrénot and published by Springer which was released on 14 July 2014 with total hardcover pages 315. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Market Microstructure and Nonlinear Dynamics books below.

Market Microstructure and Nonlinear Dynamics
Author : Gilles Dufrénot
File Size : 42,9 Mb
Publisher : Springer
Language : English
Release Date : 14 July 2014
ISBN : 9783319052120
Pages : 315 pages
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Market Microstructure and Nonlinear Dynamics by Gilles Dufrénot Book PDF Summary

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.

Market Microstructure and Nonlinear Dynamics

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

Get Book
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The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the

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