Financial markets and trading : (Record no. 14975)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02546cam a22003254a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 16688426 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20211026124344.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110311s2011 njua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2011008890 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470924129 (hardback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | HU |
| Modifying agency | DLC |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4650 |
| Item number | .S36 2011 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64 SCH 2011 |
| Edition number | 22 |
| 084 ## - OTHER CLASSIFICATION NUMBER | |
| Classification number | BUS027000 |
| Number source | bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Schmidt, Anatoly B. |
| 9 (RLIN) | 15543 |
| 245 10 - TITLE STATEMENT | |
| Title | Financial markets and trading : |
| Remainder of title | an introduction to market microstructure and trading strategies / |
| Statement of responsibility, etc. | Anatoly B. Schmidt. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Hoboken, N.J. : |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | c2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 194 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 490 0# - SERIES STATEMENT | |
| Series statement | Wiley finance ; |
| Volume/sequential designation | 637 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references (p. 180-189) and index. |
| 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Fixed-income securities. |
| 9 (RLIN) | 15544 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stock exchanges. |
| 9 (RLIN) | 15545 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Microfinance. |
| 9 (RLIN) | 6784 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 7 |
| b | cbc |
| c | orignew |
| d | 1 |
| e | ecip |
| f | 20 |
| g | y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books like text book referance book |
| Suppress in OPAC | No |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Non-fiction | Wondo Genet Library | Wondo Genet Library | General Stacks | 10/26/2021 | 332.64 SCH 2011 | WGCFNRL00004780 | 10/26/2021 | 1 | 10/26/2021 | Books like text book referance book |