Market Microstructure and Nonlinear Dynamics

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Achat E-Book : Market Microstructure and Nonlinear Dynamics - Fredj Jawadi - Gilles Dufrénot - Waël Louhichi
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.

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Market Microstructure and Nonlinear Dynamics

Market Microstructure and Nonlinear Dynamics

Fredj Jawadi

Gilles Dufrénot

Waël Louhichi

Caractéristiques du produit :
E-Book
Référence : 9783319052120
Sortie le : 14/07/2014
Format : EPUB
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- Fredj Jawadi  - Gilles Dufrénot  - Waël Louhichi
Achat E-Book : Market Microstructure and Nonlinear Dynamics - Fredj Jawadi - Gilles Dufrénot - Waël Louhichi

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