| 000 | 02573nam a22003254a 4500 | ||
|---|---|---|---|
| 005 | 20250930133134.0 | ||
| 008 | 120323s2011 njua b 001 0 eng | ||
| 020 |
_a9780470924129 (hbk) _cRM235.45 |
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| 039 | 9 |
_a201207051047 _bhayat _c201206130931 _dbaiti _c201204231519 _dsanusi _y03-23-2012 _zlatihan |
|
| 040 | _aUKM | ||
| 090 | _aHG4650.S348 | ||
| 090 |
_aHG4650 _b.S348 |
||
| 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 |
_axiii, 194 p. : _bill. ; _c24 cm. |
||
| 490 | 0 |
_aWiley finance ; _v637 |
|
| 504 | _aIncludes bibliographical references (p. 180-189) and index. | ||
| 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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| 650 | 0 | _aFixed-income securities. | |
| 650 | 0 |
_aStock exchanges. _965899 |
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| 650 | 0 | _aMicrofinance. | |
| 907 |
_a.b15288031 _b2021-05-28 _c2019-11-12 |
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| 942 |
_c01 _n0 _kHG4650.S348 |
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| 914 | _avtls003492634 | ||
| 990 | _abaiti | ||
| 991 | _aFakulti Ekonomi dan Pengurusan | ||
| 998 |
_at _b2012-10-03 _cm _da _feng _gnju _y0 _z.b15288031 |
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| 999 |
_c512689 _d512689 |
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