More Books:
Language: en
Pages: 38
Pages: 38
Type: BOOK - Published: 2004 - Publisher:
Language: en
Pages: 52
Pages: 52
Type: BOOK - Published: 1999 - Publisher:
Explores the factors affecting market liquidity using a simulation model of an artificial market. Surveys definition of market liquidity and discuss the relatio
Language: en
Pages: 44
Pages: 44
Type: BOOK - Published: 1977 - Publisher:
Language: en
Pages: 276
Pages: 276
Type: BOOK - Published: 1990 - Publisher:
Language: en
Pages: 502
Pages: 502
Type: BOOK - Published: 2008-01-09 - Publisher: John Wiley & Sons
Brings together today's best financial minds across the world to discuss the issue of liquidity in today's markets. It is often proxied by trade-based measures
Language: en
Pages: 293
Pages: 293
Type: BOOK - Published: 2013 - Publisher: Cambridge University Press
This book explores the effect of liquidity on asset prices, liquidity variations over time and how liquidity risk affects prices.
Language: en
Pages: 441
Pages: 441
Type: BOOK - Published: 2013-04-04 - Publisher: Oxford University Press
This book offers an authorative take on the liquidity of securities markets, its determinants, and its effects. It presents the basic modeling and econometric t
Language: en
Pages: 200
Pages: 200
Type: BOOK - Published: 2016-01-12 - Publisher: Springer
Andria van der Merwe provides a thorough guide to the critical tools needed to navigate liquidity markets and value security pricing in the presence of market f
Language: en
Pages: 43
Pages: 43
Type: BOOK - Published: 2018-05-09 - Publisher: International Monetary Fund
Quantitative easing could improve market liquidity through many channels such as relaxing bank funding constraints, increasing risk appetite, and facilitating t
Language: en
Pages: 302
Pages: 302
Type: BOOK - Published: 2016-03-30 - Publisher: CRC Press
This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. Th
