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ISBN 10: 3031316703 ISBN 13: 9783031316708
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book constitutes revised selected papers from the 11th International Workshop on Enterprise Applications, Markets and Services in the Finance Industry, FinanceCom 2022, held in Twente, The Netherlands, in August 2022.The 8 full papers presented .
Published by Südwestdeutscher Verlag Für Hochschulschriften Jun 2009, 2009
ISBN 10: 3838102622 ISBN 13: 9783838102627
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In the first part we study arbitrage opportunities in diverse markets. The construction of such markets is based on an absolutely continuous but non-equivalent measure change which implies the existence of instantaneous arbitrage opportunities. In the second part, we look at a model for the limit order book. Here we deal with the issue of how to construct a framework for order arrival, storage, cancellation and execution. It turns out that the limit order book will be the difference of two doubly stochastic Poisson processes at every point in time. We investigate properties of the bid-ask spread, a new type of options, the average order book in the long-run as well as cancellation of orders using ideas from queuing theory. Finally, we also look at an extension to a large trader model. The third part deals with a dynamic market microstructure model, in which a strategic market maker competes with an informed trader. We include the presence of noise traders and limit order traders in our setup. The resulting recursive equations lead to various economic interpretations. Our framework is general enough to obtain several well-known models in a straightforward way. 176 pp. Deutsch.
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Published by Suedwestdeutscher Verlag fuer Hochschulschriften, 2009
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Published by Suedwestdeutscher Verlag fuer Hochschulschriften, 2009
ISBN 10: 3838102622 ISBN 13: 9783838102627
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Published by Südwestdeutscher Verlag Für Hochschulschriften, 2009
ISBN 10: 3838102622 ISBN 13: 9783838102627
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In the first part we study arbitrage opportunities in diverse markets. The construction of such markets is based on an absolutely continuous but non-equivalent measure change which implies the existence of instantaneous arbitrage opportunities. In the second part, we look at a model for the limit order book. Here we deal with the issue of how to construct a framework for order arrival, storage, cancellation and execution. It turns out that the limit order book will be the difference of two doubly stochastic Poisson processes at every point in time. We investigate properties of the bid-ask spread, a new type of options, the average order book in the long-run as well as cancellation of orders using ideas from queuing theory. Finally, we also look at an extension to a large trader model. The third part deals with a dynamic market microstructure model, in which a strategic market maker competes with an informed trader. We include the presence of noise traders and limit order traders in our setup. The resulting recursive equations lead to various economic interpretations. Our framework is general enough to obtain several well-known models in a straightforward way.
Published by Südwestdeutscher Verlag für Hochschulschriften, 2009
ISBN 10: 3838102622 ISBN 13: 9783838102627
Seller: moluna, Greven, Germany
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. In the first part we study arbitrage opportunities in diverse markets. The construction of such markets is based on an absolutely continuous but non-equivalent measure change which implies the existence of instantaneous arbitrage opportunities. In the secon.
Published by Suedwestdeutscher Verlag fuer Hochschulschriften, 2009
ISBN 10: 3838102622 ISBN 13: 9783838102627
Seller: GF Books, Inc., Hawthorne, CA, U.S.A.
Condition: New. Book is in NEW condition. 0.49.