Market Microstructure in Practice Second Edition 豆 0.0分

资源最后更新于 2020-08-18 15:42:36

作者：Charles-Albert Lehalle

出版社：World Scientific Pub Co Inc

出版日期：2018-01

ISBN：9789813231122

文件格式： pdf

标签： 金融 高频交易 交易 L理财

简介· · · · · ·

This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the"Flash Crash" of 2010 are also analyzed in depth. Using a quantitative viewpoint, this book explains how an attrition of li...