Code: 18098095

Trades, Quotes and Prices

Name: Trades, Quotes and Prices
Brand: Cambridge University Press
SKU: 18098095
Price: 112.85 EUR
Availability: InStock

by BOUCHA JEAN PHILIPP

Language: English
Binding: Hardback
Number of pages: 460
Publisher: Cambridge University Press, 2018
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Book synopsis

For decades, discussions of financial markets have primarily centred on prices. In this book for practitioners, researchers and advanced students, the authors present an alternative approach - the microstructure approach - by considering the micro-scale actions of individual traders, and addressing many long-standing questions regarding market fairness, stability, and optimal trading.