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