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Market Microstructure and Nonlinear Dynamics

Keeping Financial Crisis in Context

Language EnglishEnglish
Book Paperback
Book Market Microstructure and Nonlinear Dynamics Gilles Dufrénot
Libristo code: 14166990
Publishers Springer International Publishing AG, September 2016
This book discusses market microstructure environment within the context of the global financial cri... Full description
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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.

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About the book

Full name Market Microstructure and Nonlinear Dynamics
Language English
Binding Book - Paperback
Date of issue 2016
Number of pages 315
EAN 9783319343259
ISBN 3319343254
Libristo code 14166990
Weight 4978
Dimensions 155 x 235 x 18
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