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008 110311s2011 njuad ob 001 0 eng d
010 _z 2011008890
020 _a9781118093641
_q(electronic bk.)
020 _a111809364X
_q(electronic bk.)
020 _a9781118093658
_q(electronic bk.)
020 _a1118093658
_q(electronic bk.)
020 _a9781118093634
_q(electronic bk.)
020 _a1118093631
_q(electronic bk.)
020 _a9781118268094
_q(electronic bk.)
020 _a1118268091
_q(electronic bk.)
020 _a0470924128
_q(hardback)
020 _a9780470924129
_q(hardback)
020 _a1283176629
020 _a9781283176620
020 _z9780470924129
_q(hardback)
024 8 _a9786613176622
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_nhttp://www.overdrive.com
040 _aE7B
_beng
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049 _aMAIN
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_b.S36 2011eb
072 7 _aBUS
_x036000
_2bisacsh
082 0 4 _a332.64
_222
084 _a85.33
_2bcl
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.
300 _a1 online resource (xiii, 184 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
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.
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
650 7 _aFixed-income securities.
_2fast
_0(OCoLC)fst00926888
650 7 _aMicrofinance.
_2fast
_0(OCoLC)fst01019841
650 7 _aStock exchanges.
_2fast
_0(OCoLC)fst01133564
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
999 _c205240
_d205240