The microstructure of financial markets

By: De Jong, FrankMaterial type: TextTextOriginal language: Spanish Publisher: Cambridge ; Cambridge ; 2010Edition: 1 reimpDescription: 198 pISBN: 978-0-521-68727-0Subject(s): Mercados financieras | NullLOC classification: 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.
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Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/173/J66/2010 (Browse shelf) 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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