O’Hara, Maureen
Market microstructure theory /
Maureen O’Hara.
- x, 290 p. : ill. ; 25 cm.
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
1557864438 9780631207610 9781557864437
Securities--Mathematical models
Menkul değerler borsası--Matematiksel modeller
Menkul değerler--Matematiksel modeller
Stock exchanges--Mathematical models
HG4515.2 / .O33 1997