Trades, Quotes and Prices (Hardcover)
 
作者: Jean-Philippe Bouchaud 
分類: Economic theory & philosophy ,
Investment & securities  
書城編號: 1340250


售價: $938.00

購買後立即進貨, 約需 7-14 天

 
 
出版社: Cambridge University Press
出版日期: 2018/02/28
尺寸: 247x174x45mm
重量: 1238 grams
ISBN: 9781107156050

商品簡介
The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.
Jean-Philippe Bouchaud 作者作品表

Trades, Quotes and Prices (Hardcover)

Theory of Financial Risk and Derivative Pricing (Paperback)

Theory of Financial Risk and Derivative Pricing (Hardcover)

* 以上資料僅供參考之用, 香港書城並不保證以上資料的準確性及完整性。
* 如送貨地址在香港以外, 當書籍/產品入口時, 顧客須自行繳付入口關稅和其他入口銷售稅項。

 

 

 

  我的賬戶 |  購物車 |  出版社 |  團購優惠
加入供應商 |  廣告刊登 |  公司簡介 |  條款及細則

香港書城 版權所有 私隱政策聲明

顯示模式: 電腦版 (改為: 手機版)