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05055nam a2200901 4500 |
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ocn747412458 |
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OCoLC |
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20170124070903.3 |
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|a MAIN
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100 |
1 |
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|a Schmidt, Anatoly B.
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1 |
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|a Financial markets and trading :
|b an introduction to market microstructure and trading strategies /
|c Anatoly B. Schmidt.
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|a Hoboken, N.J. :
|b Wiley,
|c 2011.
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300 |
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|a 1 online resource (xiii, 184 pages) :
|b illustrations.
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336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
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|a Wiley finance ;
|v 637
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|a Includes bibliographical references and index.
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|a pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
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|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.
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0 |
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|a Print version record.
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650 |
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|a Fixed-income securities.
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650 |
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|a Stock exchanges.
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650 |
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|a Microfinance.
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650 |
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4 |
|a Fixed-income securities.
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650 |
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4 |
|a Microfinance.
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650 |
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4 |
|a Stock exchanges.
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650 |
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7 |
|a BUSINESS & ECONOMICS
|x Investments & Securities
|x General.
|2 bisacsh
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650 |
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7 |
|a Fixed-income securities.
|2 fast
|0 (OCoLC)fst00926888
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650 |
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7 |
|a Microfinance.
|2 fast
|0 (OCoLC)fst01019841
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650 |
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7 |
|a Stock exchanges.
|2 fast
|0 (OCoLC)fst01133564
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655 |
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|a Electronic books.
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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.
|
856 |
4 |
0 |
|u https://doi.org/10.1002/9781118268094
|z Full Text via HEAL-Link
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994 |
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|a 92
|b DG1
|