The Microstructure of Financial Markets (Quantitative Methods for Appli)

The Microstructure of Financial Markets (Quantitative Methods for Appli)
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The Microstructure of Monetary Markets (Quantitative Methods for Appli) Description

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Analysis of the microstructure of monetary markets has been 1 of the most crucial areas for analysis in economics and has produced researchers and practitioners have a significantly far more sophisticated understanding of the dynamics of cost formation on financial markets. Frank de Jong and Barbara Rind offer an integrated approach to advanced-level textbook reading on the theory and empirical work on the subject, beginning with a detailed description of trading systems for exchanges and other markets, then turn to economic theory and asset pricing models. Specific attention is given to models explaining the transaction expenses, with treatment for measuring these costs and consequences of return on investment. The final chapters review the most recent developments in the academic literature. End of chapter exercises and data downloaded from the book’s companion Internet internet site delivers opportunities to examine and apply models developed in the text. The Microstructure of Financial Markets (Quantitative Strategies for Appli)

\n\nThe Microstructure of Financial Markets (Quantitative Strategies for Appli) Ebook

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