Jonathan donier (3 Ergebnisse)
Trades, Quotes and Prices: Financial Markets Under the Microscope
Bouchaud, Jean-Philippe; Bonart, Julius; Donier, Jonathan; Gould, Martin
- Hardcover
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes KönigreichRia Christie Collections
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EUR 100,91
EUR 14,04 VersandVersand von Vereinigtes Königreich nach USAAnzahl: Mehr als 20 verfügbar
Zustand: New. In.
Trades, Quotes and Prices: Financial Markets Under the Microscope
Bouchaud, Jean-Philippe/ Bonart, Julius/ Donier, Jonathan/ Gould, Martin
- Hardcover
Anbieter: Revaluation Books, Exeter, Vereinigtes KönigreichRevaluation Books
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EUR 142,55
EUR 17,58 VersandVersand von Vereinigtes Königreich nach USAAnzahl: 2 verfügbar
Hardcover. Zustand: Brand New. 492 pages. 10.00x7.00x1.25 inches. In Stock.
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- Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
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EUR 118,76
EUR 64,87 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 i…nto 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.
