The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.
The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.
Frank de Jong is Professor of Financial Markets and Risk Management at Tilburg University. He is also a senior research fellow and program coordinator at Netspar, an independent network for research and education in the field of pensions, aging and retirement.
Inhaltsangabe
List of figures List of tables Preface Introduction 1. Institutions and market structure 2. Financial market equilibrium 3. Batch markets with strategic informed traders 4. Dealer markets: information-based models 5. Inventory models 6. Empirical models of market microstructure 7. Liquidity and asset pricing 8. Models of the limit order book 9. Price discovery 10. Policy issues in financial market structure Index.
List of figures List of tables Preface Introduction 1. Institutions and market structure 2. Financial market equilibrium 3. Batch markets with strategic informed traders 4. Dealer markets: information-based models 5. Inventory models 6. Empirical models of market microstructure 7. Liquidity and asset pricing 8. Models of the limit order book 9. Price discovery 10. Policy issues in financial market structure Index.
Es gelten unsere Allgemeinen Geschäftsbedingungen: www.buecher.de/agb
Impressum
www.buecher.de ist ein Shop der buecher.de GmbH & Co. KG Bürgermeister-Wegele-Str. 12, 86167 Augsburg Amtsgericht Augsburg HRA 13309