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| 049 | _aMAIN | ||
| 100 | 1 | _aSchmidt, Anatoly B. | |
| 245 | 1 | 0 |
_aFinancial markets and trading : _ban introduction to market microstructure and trading strategies / _cAnatoly B. Schmidt. |
| 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. |
||
| 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 |
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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 [Free Download only for SUST IP] |
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