Descargar EBOOK Market microstructure in practice autor CHARLES-ALBERT LEHALLE gratis online


Descargar EBOOK Market microstructure in practice autor CHARLES-ALBERT LEHALLE gratis online Título Del Libro: Market microstructure in practice
El autor del libro: CHARLES-ALBERT LEHALLE
El editor: No data
ISBN 13: 9789813231122
Idioma del libro: ES
El formato de libro: PDF, Epub, Doc, Txt
El tamaño del archivo: 527 Kb

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,This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the",Flash Crash", of 2010 are also analyzed in depth.Using a quantitative viewpoint, this book explains how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical Appendix details the quantitative tools and indicators used through the book, allowing the reader to go further independently.This book is written by practitioners and theoretical experts and covers practical aspects (like the optimal infrastructure needed to trade electronically in modern markets) and abstract analyses (like the use on entropy measurements to understand the progress of market fragmentation).As market microstructure is a recent academic field, students will benefit from the book',s overview of the current state of microstructure and will use the Appendix to understand important methodologies. Policy makers and regulators will use this book to access theoretical analyses on real cases. For readers who are practitioners, this book delivers data analysis and basic processes like the designs of Smart Order Routing and trade scheduling algorithms.In this second edition, the authors have added a large section on orderbook dynamics, showing how liquidity can predict future price moves, and how High Frequency Traders can profit from it. The section on market impact has also been updated to show how buying or selling pressure moves prices not only for a few hours, but even for days, and how prices relax (or not) after a period of intense pressure.Further, this edition includes pages on Dark Pools, Circuit Breakers and added information outside of Equity Trading, because MiFID 2 is likely to push fixed income markets towa


El autor es CHARLES-ALBERT LEHALLE escribió un interesante libro titulado Market microstructure in practice. El libro de la publicó la editorial No data, y en este momento por el libro de Market microstructure in practice PDF ISBN (9789813231122) es necesario pagar 95.51 euros por copia. Sin embargo, en nuestro sitio, Le ofrecemos descargar el libro Market microstructure in practice EPUB y otros formatos totalmente gratis para leer en el ordenador u otros dispositivos electrónicos. Con nosotros usted puede encontrar otros libros del autor CHARLES-ALBERT LEHALLE, que te pueden gustar, igual que el libro de Market microstructure in practice EPUB. Únete a nuestra comunidad y recibe gratis el libro de Market microstructure in practice EPUB y otros, no menos interesantes de la edición.




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Marc

Simplemente un libro estupendo)

Ruben

yo no era capaz de entender de libros

Adriana

El libro, que no iba a leer, me ha apasionado tanto que no me podía parar, hasta que no перелистнула la última página.

Izan

Recomiendo

Aitana

Libro una vez irá.




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Descargar EBOOK Market microstructure in practice autor CHARLES-ALBERT LEHALLE gratis online

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