Market microstructure theory / Maureen O’Hara.
By: O’Hara, Maureen
Language: İngilizce Publisher: Cambridge, Mass. : Blackwell Publishers, 1997Description: x, 290 p. : ill. ; 25 cmISBN: 1557864438; 9780631207610; 9781557864437Subject(s): Securities -- Mathematical models | Menkul Kıymetler Borsası -- Matematiksel modeller | Menkul değerler -- Matematiksel modeller | Stock exchanges -- Mathematical modelsLOC classification: HG4515.2 | .O33 1997
Contents:
I.Markets and market making -- II.Inventory models -- III.Information-based models -- IV.Strategic trader models I: Informed traders -- V.Strategic trader models II: Uninformed traders -- VI.Information and the price process -- VII.Market viability and stability -- VIII.Liquidity and relationships between markets -- IX.Issues in market performance
| Item type | Current location | Home library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode |
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Book
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Merkez Kütüphane Genel Koleksiyon / Main Collection | Merkez Kütüphane | Genel Koleksiyon | HG4515.2 .O33 1997 (Browse shelf) | 1 | 1 | Available | 0040638 |
I.Markets and market making -- II.Inventory models -- III.Information-based models -- IV.Strategic trader models I: Informed traders -- V.Strategic trader models II: Uninformed traders -- VI.Information and the price process -- VII.Market viability and stability -- VIII.Liquidity and relationships between markets -- IX.Issues in market performance
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