The microstructure of financial markets
Material type:
- 978-0-521-68727-0
- HG/173/J66/2010
Contents:
Contiene: 1. Institutions and market structure.- 2. Financial market equilibrium.- 3. Batch markets with strategic informed traders.- 4. Dealer markets: information - based models.- 5. Inventory models.- 6. Empirical models of market microstructure.- 7. Liquidity and asset pricing.- 8. Models of the limit order book.- 9. Price discovery.- 10. Policy issues in financial market structure.
Item type | Current library | Call number | Status | Barcode | |
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Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/173/J66/2010 (Browse shelf(Opens below)) | Available | 00003284 |
Contiene: 1. Institutions and market structure.- 2. Financial market equilibrium.- 3. Batch markets with strategic informed traders.- 4. Dealer markets: information - based models.- 5. Inventory models.- 6. Empirical models of market microstructure.- 7. Liquidity and asset pricing.- 8. Models of the limit order book.- 9. Price discovery.- 10. Policy issues in financial market structure.
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