Frank De Jong: The Microstructure of Financial Markets
Скачать книгу (размер 1 039 Kb , формат fb2, страниц 205) Аннотация: The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the…