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Item Details
| Title:
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MARKET MICROSTRUCTURE AND NONLINEAR DYNAMICS
KEEPING FINANCIAL CRISIS IN CONTEXT |
| By: |
Gilles Dufrenot (Editor), Fredj Jawadi (Editor), Wael Louhichi (Editor) |
| Format: |
Paperback |
| List price:
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£117.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3319343254 |
| ISBN 13: |
9783319343259 |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
3 September, 2016 |
| Edition: |
Softcover reprint of the original 1st ed. 2014 |
| Pages: |
315 |
| Synopsis: |
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. |
| Illustrations: |
32 Illustrations, black and white; XII, 315 p. 32 illus. |
| Publication: |
Switzerland |
| Imprint: |
Springer International Publishing AG |
| Returns: |
Returnable |
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