Market Microstructure and Nonlinear Dynamics

Description: Market Microstructure and Nonlinear Dynamics Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Keeping Financial Crisis in Context Author(s): Gilles Dufrenot, Fredj Jawadi, Wael Louhichi Format: Paperback Publisher: Springer International Publishing AG, Switzerland Imprint: Springer International Publishing AG ISBN-13: 9783319343259, 978-3319343259 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.

Price: 73.05 GBP

Location: Aldershot

End Time: 2024-12-27T17:00:50.000Z

Shipping Cost: 36.56 GBP