Market microstructure theory

著者

• O'Hara, Maureen

書誌事項

Market microstructure theory

Maureen O'Hara

Blackwell Publishers, 1995

注記

Includes bibliographical references (p. 273-281) and index

内容説明・目次

内容説明

Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

目次

Foreword. 1. Markets and Market-Making. 2. Inventory Models. 3. Information-Based Models. 4. Strategic Trader Models I: Informed Traders. 5. Strategic Trader Models II: Uninformed Traders. 6. Information and the Price Process. 7. Market Viability and Stability. 8. Liquidity and the Relationships between Markets. 9. Issues in Market Performance.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA24546895
• ISBN:
  • 9781557864437
• LCCN: 94028078
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge, Mass.
• ページ数/冊数: x, 290 p.
• 大きさ: 25 cm
• 分類:
  • NDC9 : 338.1
  • LCC : HG4515.2
  • DC20 : 332.6/32
• 件名:
  • LCSH : Securities -- Mathematical models
  • LCSH : Stock exchanges -- Mathematical models