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 di...

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Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Schmidt, Anatoly B.
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Hoboken, N.J. : Wiley, 2011.
Σειρά:Wiley finance series ; 637.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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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 1 online resource (xiii, 184 pages) :  |b illustrations. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
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 0 |a Print version record. 
650 0 |a Fixed-income securities. 
650 0 |a Stock exchanges. 
650 0 |a Microfinance. 
650 4 |a Fixed-income securities. 
650 4 |a Microfinance. 
650 4 |a Stock exchanges. 
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650 7 |a Microfinance.  |2 fast  |0 (OCoLC)fst01019841 
650 7 |a Stock exchanges.  |2 fast  |0 (OCoLC)fst01133564 
655 4 |a Electronic books. 
776 0 8 |i Print version:  |a Schmidt, Anatoly B.  |t Financial markets and trading.  |d Hoboken, N.J. : Wiley, 2011  |w (DLC) 2011008890 
830 0 |a Wiley finance series ;  |v 637. 
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