Trades, Quotes and Prices pdf epub mobi txt 电子书下载 2024

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Jean-Philippe Bouchaud

Cambridge University Press

2018-3-22

492

GBP 59.99

Hardcover

9781107156050

图书标签: 金融高频交易交易 HFT

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发表于2024-12-29

Trades, Quotes and Prices epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Trades, Quotes and Prices pdf epub mobi txt 电子书下载 2024

图书描述

he widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.

Trades, Quotes and Prices 下载 mobi epub pdf txt 电子书