Auckland and parts of the Waikato are now operating under Level 3 restrictions with Click & Collect services now available at the majority of our stores. All stores outside of Level 3 areas remain open for in-store customers. Online orders will be available for all customers with some delays due to courier backlogs and lockdown procedures.
Market Microstructure Theory -

Market Microstructure Theory

Paperback

$65.30

Or 4 payments of $16.32 with

delivery message Free delivery for orders over $49.99

Add to Favourites
Sourced from our Overseas Supplier
Delivered in 10 - 20 days
Available for Click and Collect
Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including: Liquidity. Multi-market trading. Market structure. Market Design Market Microstructure Theory includes extensive appendices developing Bayesian learning and the rational expectations framework.

Product code: 9780631207610

ISBN 9780631207610
Dimensions (HxWxD in mm) H229xW152xS17
No. Of Pages 300
Publisher John Wiley and Sons Ltd
Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.