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Lecture notes in market microstructu...

Westerholm, Peter Joakim,

Lecture notes in market microstructure and trading /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Lecture notes in market microstructure and trading /Peter Joakim Westerholm.
Author:	Westerholm, Peter Joakim,
Published:	New Jersey :World Scientific,c2019.
Description:	xi, 254 p. :ill. ;24 cm.
Subject:	Capital market.
ISBN:	9789813234093 :

Lecture notes in market microstructure and trading /
Westerholm, Peter Joakim,

Lecture notes in market microstructure and trading /Peter Joakim Westerholm. - New Jersey :World Scientific,c2019. - xi, 254 p. :ill. ;24 cm. - World scientific lecture notes in finance ;v. 4.

Includes bibliographical references.

Introduction: the economics of trading -- Introduction to securities trading and markets -- Institutional trading -- Transaction costs -- Market fragmentation and regulation -- Adverse selection and market making -- Behavioral finance, the mind of the investor -- Random walks, risk and arbitrage -- Arbitrage in real trading markets and hedging -- Efficient markets, information based trading, trading gone awry -- Algorithmic trading -- Bringing it all together to improve markets through regulation -- Advanced application and research : market regulation, corporate governance and insider trading -- Dealer markets vs. limit order markets -- Liquidity volatility and transparency -- Kyle and glosten milgrom -- High frequency trading -- Computer laboratory trading session and introduction to coding of algorithmic trading modules.

ISBN: 9789813234093 :$88.00

LCCN: 2017045440

Nat. Bib. No.: cam a2200217 a 450 Subjects--Topical Terms:

184940
Capital market.

LC Class. No.: HG4523 / W526 2019

Dewey Class. No.: 332/.0415

Lecture notes in market microstructure and trading /
LDR:01540nam a2200229 a 4500 001 549196
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008 190920s2019 njua b 000 0 eng
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020 $a 9789813234093 : $c $88.00
020 $a 9789811200465 (pbk.)
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050 0 0 $a HG4523 $b W526 2019
082 0 0 $a 332/.0415 $2 23
100 1 $a Westerholm, Peter Joakim, $e author. $3 829106
245 1 0 $a Lecture notes in market microstructure and trading / $c Peter Joakim Westerholm.
260 $a New Jersey : $b World Scientific, $c c2019.
300 $a xi, 254 p. : $b ill. ; $c 24 cm.
490 0 $a World scientific lecture notes in finance ; $v v. 4
504 $a Includes bibliographical references.
505 0 $a Introduction: the economics of trading -- Introduction to securities trading and markets -- Institutional trading -- Transaction costs -- Market fragmentation and regulation -- Adverse selection and market making -- Behavioral finance, the mind of the investor -- Random walks, risk and arbitrage -- Arbitrage in real trading markets and hedging -- Efficient markets, information based trading, trading gone awry -- Algorithmic trading -- Bringing it all together to improve markets through regulation -- Advanced application and research : market regulation, corporate governance and insider trading -- Dealer markets vs. limit order markets -- Liquidity volatility and transparency -- Kyle and glosten milgrom -- High frequency trading -- Computer laboratory trading session and introduction to coding of algorithmic trading modules.
650 0 $a Capital market. $3 184940
650 0 $a Investments. $3 187451
650 0 $a Securities $x Prices. $3 211955