MARC details
| 000 -LEADER |
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| fixed length control field |
02982nam a2200397 a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
ebr10484663 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
CaPaEBR |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m u |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
110311s2011 njuad sb 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| Canceled/invalid LC control number |
2011008890 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9780470924129 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9781118093641 (e-book) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9781118093658 (e-book) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9781118093634 (e-book) |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
CaPaEBR |
| Transcribing agency |
CaPaEBR |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)747412458 |
| 050 14 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG4650 |
| Item number |
.S36 2011eb |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.64 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Schmidt, Anatoly B. |
| 245 10 - TITLE STATEMENT |
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| Title |
Financial markets and trading |
| Medium |
[electronic resource] : |
| Remainder of title |
an introduction to market microstructure and trading strategies / |
| Statement of responsibility, etc. |
Anatoly B. Schmidt. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Hoboken, N.J. : |
| Name of publisher, distributor, etc. |
Wiley, |
| Date of publication, distribution, etc. |
2011. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xiii, 184 p. : |
| Other physical details |
ill. |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Wiley finance ; |
| Volume/sequential designation |
637 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"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"-- |
| Assigning source |
Provided by publisher. |
| 533 ## - REPRODUCTION NOTE |
|---|
| Type of reproduction |
Electronic reproduction. |
| Place of reproduction |
Palo Alto, Calif. : |
| Agency responsible for reproduction |
ebrary, |
| Date of reproduction |
2011. |
| Note about reproduction |
Available via World Wide Web. |
| -- |
Access may be limited to ebrary affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Fixed-income securities. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stock exchanges. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Microfinance. |
| 655 #7 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| Source of term |
local |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
ebrary, Inc. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Wiley finance series ; |
| Volume number/sequential designation |
637. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://site.ebrary.com/lib/welingkar/Doc?id=10484663">http://site.ebrary.com/lib/welingkar/Doc?id=10484663</a> |
| Public note |
An electronic book accessible through the World Wide Web; click to view |
