Market Microstructure and Nonlinear Dynamics edito da Springer International Publishing
Alta reperibilità

Market Microstructure and Nonlinear Dynamics

Keeping Financial Crisis In Context

EAN:

9783319343259

ISBN:

3319343254

Pagine:
328
Formato:
Paperback
Lingua:
Tedesco
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Descrizione Market Microstructure and Nonlinear Dynamics

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.

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