2011
Hardback (01 Jan 2011)
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This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
From award-winning research which changes the world to textbooks and study guides which educate and inspire, we publish across the humanities, social sciences and business for academics, students, professionals and librarians worldwide.With offices in London and New York, and sales teams across 50 countries, we have a global reach and as part of Macmillan Science and Education, are proud to uphold an unbroken tradition of over 170 years of academic publishing.
| ISBN: | 9780230283626 |
| Publisher: | Palgrave Macmillan UK |
| Imprint: | Palgrave Macmillan |
| Pub date: | 01 Jan 2011 |
| Edition: | 2011 |
| DEWEY: | 332.015195 |
| DEWEY edition: | 22 |
| Language: | English |
| Number of pages: | 257 |
| Weight: | 476g |
| Height: | 222mm |
| Width: | 140mm |
| Spine width: | 22mm |
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