Market Microstructure in Practice 1st Edition
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The title of this book reflects perfectly the intentions of the authors. Many academics treat market structure as if they are watching a football game - from the outside, commenting each player's actions and the consequences..missing the key operational points and leaving to management the final step between concepts and reality. -- Roland Bellegarde "Group Executive Vice President & Head of European Execution, NYSE Euronext, Paris"
Today, there is so much confusion on the actual functioning of capital markets, the impact of regulation, MiFiD in Europe and Reg NMS in the US, on market fragmentation and liquidity, the role of dark pools, of high-frequency traders in providing liquidity and bridging fragmented trading platforms. -- Michel Crouhy "Head of Research & Development at Natixis, Paris"
Lehalle and Laruelle bring [their] experience to bear on every aspect of the discussion, as well as deep quantitative understanding. The resulting book is a unique mixture of real market knowledge and theoretical explanation. There is nothing else out there like it, and this book will be a central resource for many different market participants. -- Robert Almgren "President and Cofounder of Quantitative Brokers, New York"
This book provides a perspective on today's markets. It reviews institutional changes, discusses them, and provides color through real-world examples. -- Albert J Menkveld "Professor of Finance at VU University Amsterdam & Research Fellow at TI-Duisenberg School of Finance"
From the Back Cover
- Item Weight : 1.35 pounds
- Hardcover : 332 pages
- ISBN-10 : 9814566160
- ISBN-13 : 978-9814566162
- Product Dimensions : 6 x 0.75 x 9 inches
- Publisher : World Scientific Publishing Company; 1st Edition (November 5, 2013)
- Language: : English
- Best Sellers Rank: #2,278,287 in Books (See Top 100 in Books)
- Customer Reviews: