Financial markets and trading : an introduction to market microstructure and trading strategies /
"Financial Markets and Trading Strategies covers three main parts: Market organization and microstructure theory, which will contain an overview of modern financial markets for equities, FX, and fixed income. There will be a description on various market types and market price formation with differe...
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Materiálatiipa: | Elektrovnnalaš E-girji |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
Hoboken, N.J. :
Wiley,
2011.
|
| Ráidu: | Wiley finance series ;
637. |
| Fáttát: | |
| Liŋkkat: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/181244 Čájet áššehaslávttas |
| Fáddágilkorat: |
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|
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| LEADER | 00000nam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ELB181244 | ||
| 003 | FINmELB | ||
| 005 | 20250820193400.0 | ||
| 006 | m o d | | ||
| 007 | cr cn||||||||| | ||
| 008 | 250820s2011 njuad sb 001 0 eng d | ||
| 010 | |z 2011008890 | ||
| 020 | |a 9781118093634 |q (ebook) | ||
| 035 | |a (OCoLC)1546815966 | ||
| 040 | |a FINmELB |b eng |e rda |c FINmELB | ||
| 050 | 4 | |a HG4650 |b .S36 2011 | |
| 082 | 0 | 4 | |a 332.64 |2 22 |
| 100 | 1 | |a Schmidt, Anatoly B. | |
| 245 | 1 | 0 | |a Financial markets and trading : |b an introduction to market microstructure and trading strategies / |c Anatoly B. Schmidt. |
| 264 | 1 | |a Hoboken, N.J. : |b Wiley, |c 2011. | |
| 300 | |a xiii, 184 p. : |b ill. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 490 | 1 | |a Wiley finance ; |v 637 | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. | |
| 520 | |a "Financial Markets and Trading Strategies covers three main parts: Market organization and microstructure theory, which will contain an overview of modern financial markets for equities, FX, and fixed income. There will be a description on various market types and market price formation with different types of traders and orders. Major theoretical microstructure models will be presented, as also concepts of the agent-based modeling of financial markets and important empirical properties of equity and FX markets. Common trading strategies and back-testing will summarize the concepts used in technical analysis and arbitrage trading (such as pairs trading and mean-reversion strategies). There will be a description of performance criteria and back-testing of trading strategies with re-sampling techniques and an outline of other ideas used in optimal order execution, such as optimal order slicing and maker-versus-taker strategies. The appendix will include Probability distributions and time series analysis. For self-contained presentation, there will be a description of the mathematical methods used in formulating trading strategies and their back-testing. There will be a focus on the linear regression, autoregressive and moving average models, trends, co-integration, and conditional heteroskedasticity. There will also be an introduction to resampling techniques, such as bootstrap and MCMC"-- |c Provided by publisher. | ||
| 588 | |a Description based on metadata supplied by the publisher and other sources. | ||
| 590 | |a Electronic resource. Santa Fe, Argentina: elibro, 2025. Available via the World Wide Web. Access may be limited to libraries affiliated with elibro. | ||
| 650 | 0 | |a Fixed-income securities. | |
| 650 | 0 | |a Stock exchanges. | |
| 650 | 0 | |a Microfinance. | |
| 655 | 4 | |a Electronic books. | |
| 797 | 2 | |a elibro, Corp. | |
| 830 | 0 | |a Wiley finance series ; |v 637. | |
| 856 | 4 | 0 | |u https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/181244 |