Financial markets and trading : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt
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| Autore: |
Schmidt Anatoly B
|
| Titolo: |
Financial markets and trading : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt
|
| 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 |
| 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.: | 9910811961203321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series ; ; 637.