Vai al contenuto principale della pagina

Financial markets and trading [[electronic resource] ] : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt



(Visualizza in formato marc)    (Visualizza in BIBFRAME)

Autore: Schmidt Anatoly B Visualizza persona
Titolo: Financial markets and trading [[electronic resource] ] : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt Visualizza cluster
Pubblicazione: Hoboken, N.J., : Wiley, 2011
Edizione: 1st edition
Descrizione fisica: 1 online resource (210 p.)
Disciplina: 332.6
332.64
Soggetto topico: Fixed-income securities
Stock exchanges
Microfinance
Classificazione: BUS027000
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references and index.
Nota di contenuto: pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
Sommario/riassunto: "Financial Markets and Trading Strategies covers three main parts: Market organization and microstructure theory, which will contain an overview of modern financial markets for equities, FX, and fixed income. There will be a description on various market types and market price formation with different types of traders and orders. Major theoretical microstructure models will be presented, as also concepts of the agent-based modeling of financial markets and important empirical properties of equity and FX markets. Common trading strategies and back-testing will summarize the concepts used in technical analysis and arbitrage trading (such as pairs trading and mean-reversion strategies). There will be a description of performance criteria and back-testing of trading strategies with re-sampling techniques and an outline of other ideas used in optimal order execution, such as optimal order slicing and maker-versus-taker strategies. The appendix will include Probability distributions and time series analysis. For self-contained presentation, there will be a description of the mathematical methods used in formulating trading strategies and their back-testing. There will be a focus on the linear regression, autoregressive and moving average models, trends, co-integration, and conditional heteroskedasticity. There will also be an introduction to resampling techniques, such as bootstrap and MCMC"--
Titolo autorizzato: Financial markets and trading  Visualizza cluster
ISBN: 1-118-09365-8
1-283-17662-9
9786613176622
1-118-26809-1
1-118-09363-1
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910139631103321
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Serie: Wiley finance series ; ; 637.