 Market Microstructure Theory
ISBN: 978-1-55786-443-7
Hardcover
304 pages
April 1995
US $104.99
 Add to Cart
This price is valid for United States. Change location to view local pricing and availability. Other Available Formats: Paperback
|
Foreword.
1. Markets and Market-Making.
2. Inventory Models.
3. Information-Based Models.
4. Strategic Trader Models I: Informed Traders.
5. Strategic Trader Models II: Uninformed Traders.
6. Information and the Price Process.
7. Market Viability and Stability.
8. Liquidity and the Relationships between Markets.
9. Issues in Market Performance.
1. Markets and Market-Making.
2. Inventory Models.
3. Information-Based Models.
4. Strategic Trader Models I: Informed Traders.
5. Strategic Trader Models II: Uninformed Traders.
6. Information and the Price Process.
7. Market Viability and Stability.
8. Liquidity and the Relationships between Markets.
9. Issues in Market Performance.
