データで読み解く金融市場
Trades, Quotes and Prices
Financial Markets Under the Microscope
Bouchaud, Jean-Philippe
Bonart, Julius
Donier, Jonathan
- 出版社：Cambridge University Press
- 出版年月：2018年 03月
- ISBN：9781107156050
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：460 p.
- DDC分類：332.601
- 内容紹介：
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The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. This book discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability.