Market Microstructure and Nonlinear Dynamics
Keeping Financial Crisis in Context
Fredj Jawadi editor Gilles Dufrénot editor Wael LOUHICHI editor
Format:Hardback
Publisher:Springer International Publishing AG
Published:29th Jul '14
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9783319052113
Dimensions: unknown
Weight: 6151g
315 pages