MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02573nam a22003254a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250930133134.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
120323s2011 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470924129 (hbk) |
| Terms of availability |
RM235.45 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201207051047 |
| Level of effort used to assign nonsubject heading access points |
hayat |
| Level of effort used to assign subject headings |
201206130931 |
| Level of effort used to assign classification |
baiti |
| Level of effort used to assign subject headings |
201204231519 |
| Level of effort used to assign classification |
sanusi |
| y |
03-23-2012 |
| z |
latihan |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
UKM |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG4650.S348 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG4650 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
.S348 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Schmidt, Anatoly B. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Financial markets and trading : |
| Remainder of title |
an introduction to market microstructure and trading strategies / |
| Statement of responsibility, etc. |
Anatoly B. Schmidt |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Hoboken, N. J. : |
| Name of publisher, distributor, etc. |
Wiley, |
| Date of publication, distribution, etc. |
2011. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 194 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Wiley finance ; |
| Volume/sequential designation |
637 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (p. 180-189) and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'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'-- |
| Assigning source |
Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Fixed-income securities. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stock exchanges. |
| 9 (RLIN) |
65899 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Microfinance. |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b15288031 |
| b |
2021-05-28 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
HG4650.S348 |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls003492634 |
| 990 ## - EQUIVALENCES OR CROSS-REFERENCES [LOCAL, CANADA] |
|---|
| Link information for 9XX fields |
baiti |
| 991 ## - LOCAL NOTE (NAMA FAKULTI/INSTITUT/PUSAT) |
|---|
| a |
Fakulti Ekonomi dan Pengurusan |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Library |
PERPUSTAKAAN TUN SERI LANANG |
| Operator's initials, OID (RLIN) |
2012-10-03 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
Printed Books |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b15288031 |
