Market Microstructure Theory H 304 p. 95
O'Hara, M
著
発行年月 |
1995年02月 |
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出版国 |
イギリス |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
hardcover |
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ページ数/巻数 |
304 p. |
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ジャンル |
洋書/社会科学/経済学/ミクロ経済学(基礎) |
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ISBN |
9781557864437 |
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商品コード |
0209310848 |
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本の性格 |
学術書 |
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新刊案内掲載月 |
2004年12月 |
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商品URL
| https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0209310848 |
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内容
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.After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory–based issues. There is then an extensive examination and discussion of the information–based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including: Liquidity. Multi–market trading. Market structure. Market Design Market Microstructure Theory includes extensive appendices developing Bayesian learning and the rational expectations framework.