1st Edition 2011
Paperback (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.
| ISBN: | 9781349328901 |
| Publisher: | Palgrave Macmillan UK |
| Imprint: | Palgrave Macmillan |
| Pub date: | 01 Jan 2011 |
| Edition: | 1st Edition 2011 |
| Language: | English |
| Number of pages: | 257 |
| Weight: | 415g |
| Height: | 229mm |
| Width: | 152mm |
| Spine width: | 16mm |
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