| Description |
1 online resource (xiii, 194 pages) : illustrations |
| Physical Medium |
polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 |
| Description |
text file rdaft http://rdaregistry.info/termList/fileType/1002 |
| Series |
Wiley finance ; 637
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. |
| Summary |
"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"-- Provided by publisher |
| Subject |
Fixed-income securities.
|
|
Stock exchanges.
|
|
Microfinance.
|
|
Bourse. |
|
stock exchanges. |
|
exchange (method of acquisition) |
|
Fixed-income securities |
|
Microfinance |
|
Stock exchanges |
| Other Form: |
Print version: Schmidt, Anatoly B. Financial markets and trading. Hoboken, N.J. : Wiley, 2011 (DLC) 2011008890 |
| ISBN |
9781118093641 (electronic bk.) |
|
111809364X (electronic bk.) |
|
9781118093658 (electronic bk.) |
|
1118093658 (electronic bk.) |
|
9781118093634 (electronic bk.) |
|
1118093631 (electronic bk.) |
|
9781118268094 (electronic bk.) |
|
1118268091 (electronic bk.) |
|
0470924128 (hardback) |
|
9780470924129 (hardback) |
|
1283176629 |
|
9781283176620 |
|
(hardback) |
| Standard No. |
9786613176622 |
|
9780470924129 |
|
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