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An Introduction to High-Frequency Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Ramazan Gençay 作者

Academic Press

译者

2001-5-14 出版日期

383 页数

USD 132.00 价格

Hardcover

丛书系列

9780122796715 图书编码

An Introduction to High-Frequency Finance 在线电子书图书标签: 金融高频交易 Microstructure 金融数学 quant 量化投资统计学量化

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An Introduction to High-Frequency Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

An Introduction to High-Frequency Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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An Introduction to High-Frequency Finance 在线电子书著者简介

An Introduction to High-Frequency Finance 在线电子书图书目录

An Introduction to High-Frequency Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

An Introduction to High-Frequency Finance 在线电子书图书描述

Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.

This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.

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