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Market Microstructure In Practice by Sophie Laruelle, Charles-albert Lehalle ...
£94.03
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New
A new, unread, unused book in perfect condition with no missing or damaged pages. See the seller's listing for full details.
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Located in: EASTBOURNE, United Kingdom
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eBay item number:365148530864
Item specifics
- Condition
- ISBN
- 9789813231122
- Publication Year
- 2018
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Market Microstructure in Practice
- Publisher
- World Industries Scientific Publishing Co Pte LTD
- Subject
- Finance
- Number of Pages
- 368 Pages
About this product
Product Information
This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the'Flash Crash' of 2010 are also analyzed in depth.Using a quantitative viewpoint, this book explains how an attrition of liquidity and regulatory changes can impact the whole microstructure of financial markets. A mathematical Appendix details the quantitative tools and indicators used through the book, allowing the reader to go further independently.This book is written by practitioners and theoretical experts and covers practical aspects (like the optimal infrastructure needed to trade electronically in modern markets) and abstract analyses (like the use on entropy measurements to understand the progress of market fragmentation).As market microstructure is a recent academic field, students will benefit from the book's overview of the current state of microstructure and will use the Appendix to understand important methodologies. Policy makers and regulators will use this book to access theoretical analyses on real cases. For readers who are practitioners, this book delivers data analysis and basic processes like the designs of Smart Order Routing and trade scheduling algorithms.In this second edition, the authors have added a large section on orderbook dynamics, showing how liquidity can predict future price moves, and how High Frequency Traders can profit from it. The section on market impact has also been updated to show how buying or selling pressure moves prices not only for a few hours, but even for days, and how prices relax (or not) after a period of intense pressure.Further, this edition includes pages on Dark Pools, Circuit Breakers and added information outside of Equity Trading, because MiFID 2 is likely to push fixed income markets towards more electronification. The authors explore what is to be expected from this change in microstructure. The appendix has also been augmented to include the propagator models (for intraday price impact), a simple version of Kyle's model (1985) for daily market impact, and a more sophisticated optimal trading framework, to support the design of trading algorithms.
Product Identifiers
Publisher
World Industries Scientific Publishing Co Pte LTD
ISBN-13
9789813231122
eBay Product ID (ePID)
11046666100
Product Key Features
Subject
Finance
Publication Year
2018
Number of Pages
368 Pages
Publication Name
Market Microstructure in Practice
Language
English
Type
Textbook
Format
Hardcover
Additional Product Features
Country/Region of Manufacture
Singapore
Item description from the seller
Seller business information
VAT number: GB 970516124
I provide invoices with VAT separately displayed.
CRN: 06862611
Seller Feedback (1,774,961)
- m***c (1102)- Feedback left by buyer.Past 6 monthsVerified purchaseThe book on cylinder heads was as described in the listing and supplied new at a very competitive price. Another excellent purchase from Speedyhen. The book was promptly dispatched and was very well packed. Communication from the seller was excellent. I would buy from this seller again with confidence. In my opinion, has to be a five-star seller. ⭐⭐⭐⭐⭐David Vizard's How to Port & Flow Test Cylinder Heads by David Vizard... (#364317545962)
- r***e (2760)- Feedback left by buyer.Past monthVerified purchaseThis book arrived in much better than "good" condition as described in the listing: I'd say "new and unread"! Excellent value, postage included in the price. Professionally packaged in recyclable cardboard and brown paper, very promptly dispatched and delivered via Royal Mail Tracked: 2 days purchase-to-delivery, so thanks for using Royal Mail ~ I always recommend them. Am very pleased with my purchase and happy to recommend this seller. Buy with confidence! Many thanks and best wishes, CJ.
- o***r (66)- Feedback left by buyer.Past 6 monthsVerified purchaseArrived today in perfect condition, still sealed and brand new, good value for the money, excellent ebayer, would use them again, described perfectly and very good communication with the seller.Nissan Qashqai Petrol & Diesel (Feb '14-'20) 63 to 69 by Peter Gill... (#394682185765)
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Seller Feedback (1,774,961)
- m***c (1102)- Feedback left by buyer.Past 6 monthsVerified purchaseThe book on cylinder heads was as described in the listing and supplied new at a very competitive price. Another excellent purchase from Speedyhen. The book was promptly dispatched and was very well packed. Communication from the seller was excellent. I would buy from this seller again with confidence. In my opinion, has to be a five-star seller. ⭐⭐⭐⭐⭐David Vizard's How to Port & Flow Test Cylinder Heads by David Vizard... (#364317545962)
- r***e (2760)- Feedback left by buyer.Past monthVerified purchaseThis book arrived in much better than "good" condition as described in the listing: I'd say "new and unread"! Excellent value, postage included in the price. Professionally packaged in recyclable cardboard and brown paper, very promptly dispatched and delivered via Royal Mail Tracked: 2 days purchase-to-delivery, so thanks for using Royal Mail ~ I always recommend them. Am very pleased with my purchase and happy to recommend this seller. Buy with confidence! Many thanks and best wishes, CJ.
- o***r (66)- Feedback left by buyer.Past 6 monthsVerified purchaseArrived today in perfect condition, still sealed and brand new, good value for the money, excellent ebayer, would use them again, described perfectly and very good communication with the seller.Nissan Qashqai Petrol & Diesel (Feb '14-'20) 63 to 69 by Peter Gill... (#394682185765)