LEADER 03752nam  2200577 a 4500001    EBC697662
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007    cr cn|||||||||
008    110311s2011    njuad   sb    001 0 eng d
010     |z  2011008890
020     |z9780470924129 (hardback)
020     |z9781118093641 (e-book)
020     |z9781118093658 (e-book)
020     |z9781118093634 (e-book)
035    (Sirsi) o747412458
035    (MiAaPQ)EBC697662
035    (Au-PeEL)EBL697662
035    (CaPaEBR)ebr10484663
035    (CaONFJC)MIL317662
035    (OCoLC)747412458
040    MiAaPQ |cMiAaPQ |dMiAaPQ |dUtOrBLW
050  4 HG4650 |b.S36 2011eb
082 04 332.64 |222
100 1  Schmidt, Anatoly B. |=^A872325
245 10 Financial markets and trading : |ban introduction to market microstructure and trading strategies / |cAnatoly B. Schmidt.
260    Hoboken, N.J. : |bWiley, |c2011.
300    xiii, 184 pages : |billustrations.
336    text |btxt |2rdacontent
337    computer |bc |2rdamedia
338    online resource |bcr |2rdacarrier
490 1  Wiley finance ; |v637
504    Includes bibliographical references and index.
505 0  pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
520    "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.
533    Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650  0 Fixed-income securities. |=^A276415
650  0 Stock exchanges. |=^A358225
650  0 Microfinance. |=^A411818
655  4 Electronic books.
710 2  ProQuest (Firm) |=^A1048343
830  0 Wiley finance series ; |v637. |=^A517226
856 40  |uhttps://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=697662 |zClick to View
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