04992cam a2200901Ma 4500 ocn747412458 OCoLC 20171116113117.0 m o d cr cn||||||||| 110311s2011 njuad ob 001 0 eng d 2011008890 9781118093641 (electronic bk.) 111809364X (electronic bk.) 9781118093658 (electronic bk.) 1118093658 (electronic bk.) 9781118093634 (electronic bk.) 1118093631 (electronic bk.) 9781118268094 (electronic bk.) 1118268091 (electronic bk.) 0470924128 (hardback) 9780470924129 (hardback) 1283176629 9781283176620 9780470924129 (hardback) 9786613176622 AU@ 000048636336 AU@ 000050475539 AU@ 000052899604 CHBIS 007307230 CHNEW 000721292 CHVBK 182433552 DEBBG BV040590335 DEBBG BV041907614 DEBSZ 396995977 DEBSZ 425883868 DEBSZ 430993064 DEBSZ 449241998 DKDLA 820120-katalog:000587896 NLGGC 338081763 NZ1 14675268 NZ1 14792712 (OCoLC)747412458 (OCoLC)743204952 (OCoLC)756897615 (OCoLC)773301494 (OCoLC)779851546 (OCoLC)796839690 (OCoLC)811494256 (OCoLC)816850789 (OCoLC)821823339 (OCoLC)961586953 (OCoLC)962696902 577B270E-B48B-442D-A870-FF1001FEAD10 OverDrive, Inc. http://www.overdrive.com E7B eng pn E7B OCLCQ YDXCP CDX REDDC OCLCQ N$T OCLCQ OCLCO OCLCF DEBSZ IDEBK TEFOD DG1 AZU FCMBL UMI MHW MEAUC UKDOC DEBBG TEFOD EBLCP OCLCQ COO NLGGC OCLCQ AZK DG1 MAIN HG4650 .S36 2011eb BUS 036000 bisacsh 332.64 22 85.33 bcl Schmidt, Anatoly B. Financial markets and trading : an introduction to market microstructure and trading strategies / Anatoly B. Schmidt. [electronic resource] Hoboken, N.J. : Wiley, 2011. 1 online resource (xiii, 184 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley finance ; 637 Includes bibliographical references and index. pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. "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"-- Provided by publisher. Print version record. Fixed-income securities. Stock exchanges. Microfinance. Fixed-income securities. Microfinance. Stock exchanges. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Fixed-income securities. fast (OCoLC)fst00926888 Microfinance. fast (OCoLC)fst01019841 Stock exchanges. fast (OCoLC)fst01133564 Electronic books. Print version: Schmidt, Anatoly B. Financial markets and trading. Hoboken, N.J. : Wiley, 2011 (DLC) 2011008890 Wiley finance series ; 637. http://onlinelibrary.wiley.com/book/10.1002/9781118268094 Wiley Online Library ddc BK 205240 205240