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03157nam a2200469 a 4500 |
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MiAaPQ |
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20191030193400.0 |
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110311s2011 njuad sb 001 0 eng d |
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|z 2011008890
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|z 9780470924129 (hardback)
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|z 9780470924129
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|a 9781118093634
|q (electronic bk.)
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|z 9781118093641 (e-book)
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|z 9781118093658 (e-book)
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|z 9781118093634 (e-book)
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|a (Au-PeEL)EBL697662
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|a (CaPaEBR)ebr10484663
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|a (CaONFJC)MIL317662
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|a (OCoLC)747412458
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|a MiAaPQ
|c MiAaPQ
|d MiAaPQ
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|a HG4650
|b .S36 2011
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4 |
|a 332.64
|2 22
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| 100 |
1 |
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|a Schmidt, Anatoly B.
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1 |
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|a Financial markets and trading
|h [electronic resource] :
|b an introduction to market microstructure and trading strategies /
|c Anatoly B. Schmidt.
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| 260 |
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|a Hoboken, N.J. :
|b Wiley,
|c 2011.
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| 300 |
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|a xiii, 184 p. :
|b ill.
|
| 490 |
1 |
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|a Wiley finance ;
|v 637
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| 504 |
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|a Includes bibliographical references and index.
|
| 505 |
0 |
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|a pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
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| 520 |
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|a "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"--
|c Provided by publisher.
|
| 533 |
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
|
| 650 |
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0 |
|a Fixed-income securities.
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| 650 |
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0 |
|a Stock exchanges.
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| 650 |
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0 |
|a Microfinance.
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| 655 |
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4 |
|a Electronic books.
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| 710 |
2 |
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|a ProQuest (Firm)
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| 830 |
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0 |
|a Wiley finance series ;
|v 637.
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=697662
|z Click to View
|
