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Name: 2025 GARP FRM Exam Part 1 Book 3 Financial Markets and Products 2025
Format: pdf
Size: 30.81 MB

Title: Microstructure of Financial Markets
Author: F. de Jong
Language: polski
Year: 9780
Subjects: N/A
Publisher: Wydawnictwo: Cambridge University Press
ISBN: 9780521867849
Total pages: 297

The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other market