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portada Trades, Quotes and Prices: Financial Markets Under the Microscope
Type
Physical Book
Year
2018
Language
English
Pages
460
Format
Hardcover
Dimensions
25.3 x 18.4 x 2.6 cm
Weight
1.05 kg.
ISBN13
9781107156050
Edition No.
1

Trades, Quotes and Prices: Financial Markets Under the Microscope

Jean-Philippe Bouchaud (Author) · Julius Bonart (Author) · Jonathan Donier (Author) · Cambridge University Press · Hardcover

Trades, Quotes and Prices: Financial Markets Under the Microscope - Bouchaud, Jean-Philippe ; Bonart, Julius ; Donier, Jonathan

New Book Imported to Taiwan
Delivery: 10 Aug - 18 Aug Shipping: 5 to 6 business days.
NT$ 3,955
NT$ 3,955

Synopsis "Trades, Quotes and Prices: Financial Markets Under the Microscope "

The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.

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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.

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