000 | 04992cam a2200901Ma 4500 | ||
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001 | ocn747412458 | ||
003 | OCoLC | ||
005 | 20171116113117.0 | ||
006 | m o d | ||
007 | cr cn||||||||| | ||
008 | 110311s2011 njuad ob 001 0 eng d | ||
010 | _z 2011008890 | ||
020 |
_a9781118093641 _q(electronic bk.) |
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020 |
_a111809364X _q(electronic bk.) |
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_a9781118093658 _q(electronic bk.) |
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020 |
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020 | _a1283176629 | ||
020 | _a9781283176620 | ||
020 |
_z9780470924129 _q(hardback) |
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024 | 8 | _a9786613176622 | |
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037 |
_a577B270E-B48B-442D-A870-FF1001FEAD10 _bOverDrive, Inc. _nhttp://www.overdrive.com |
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_aE7B _beng _epn _cE7B _dOCLCQ _dYDXCP _dCDX _dREDDC _dOCLCQ _dN$T _dOCLCQ _dOCLCO _dOCLCF _dDEBSZ _dIDEBK _dTEFOD _dDG1 _dAZU _dFCMBL _dUMI _dMHW _dMEAUC _dUKDOC _dDEBBG _dTEFOD _dEBLCP _dOCLCQ _dCOO _dNLGGC _dOCLCQ _dAZK _dDG1 |
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_aHG4650 _b.S36 2011eb |
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_aBUS _x036000 _2bisacsh |
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082 | 0 | 4 |
_a332.64 _222 |
084 |
_a85.33 _2bcl |
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100 | 1 | _aSchmidt, Anatoly B. | |
245 | 1 | 0 |
_aFinancial markets and trading : an introduction to market microstructure and trading strategies / _cAnatoly B. Schmidt. _h[electronic resource] |
260 |
_aHoboken, N.J. : _bWiley, _c2011. |
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300 |
_a1 online resource (xiii, 184 pages) : _billustrations. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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490 | 1 |
_aWiley finance ; _v637 |
|
504 | _aIncludes bibliographical references and index. | ||
505 | 0 | _apt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. | |
520 |
_a"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"-- _cProvided by publisher. |
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588 | 0 | _aPrint version record. | |
650 | 0 | _aFixed-income securities. | |
650 | 0 | _aStock exchanges. | |
650 | 0 | _aMicrofinance. | |
650 | 4 | _aFixed-income securities. | |
650 | 4 | _aMicrofinance. | |
650 | 4 | _aStock exchanges. | |
650 | 7 |
_aBUSINESS & ECONOMICS _xInvestments & Securities _xGeneral. _2bisacsh |
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650 | 7 |
_aFixed-income securities. _2fast _0(OCoLC)fst00926888 |
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650 | 7 |
_aMicrofinance. _2fast _0(OCoLC)fst01019841 |
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650 | 7 |
_aStock exchanges. _2fast _0(OCoLC)fst01133564 |
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655 | 4 | _aElectronic books. | |
776 | 0 | 8 |
_iPrint version: _aSchmidt, Anatoly B. _tFinancial markets and trading. _dHoboken, N.J. : Wiley, 2011 _w(DLC) 2011008890 |
830 | 0 |
_aWiley finance series ; _v637. |
|
856 | 4 | 0 |
_uhttp://onlinelibrary.wiley.com/book/10.1002/9781118268094 _zWiley Online Library |
942 |
_2ddc _cBK |
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999 |
_c205240 _d205240 |