ENGLISH

Financial markets tick by tick: insights in financial markets microstructure

By Pierre Lequeux

Book information

Publisher
Wiley
Year
1999
ISBN
0471981605, 9780471981602, 9780470842836
LCC
HG226 .F56 1999
Open Library ID
OL373459M
Language
english
Format
DJVU
Filesize
5 MB (5244468 bytes)
Series
Wiley trading advantage series
Edition
1
Pages
427\427
Topic
Economy
Library
Kolxo3
DPI
300
Orientation
yes
Scanned
yes
Time added
2009-07-20 03:45:11
Финансово-экономические дисциплины;Биржевая торгов

Description

Tick by Tick is an in-depth and unique collection of analyses of the behaviour of the financial markets at the micro level. Its publication is particularly timely, given the current period of high volatility in the financial markets. LIFFE are proud to be associated with a text which features so many leading quantitative analysts, risk managers, academics and experts in this highly specialized field." Brian Williamson Executive Chairman, LIFFE The editor has brought together some of the acknowledged experts in the field to contribute on a subject of great timeliness across the finance sector. One could go as far as to say we are experiencing a renaissance in terms of how market players work on a day-to-day basis due to the high intra-day volatility of financial markets and the greater emphasis put on risk management. This book will provide essential reading matter for all those using high frequency data, in both the practitioner and academic markets alike.

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