Financial Markets Tick by Tick: Insights in Financial Markets Microstructure

Lequeux, P.

ISBN 10: 0471981605 / ISBN 13: 9780471981602

Published by John Wiley and Sons, 1999

This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:0471981605. Seller Inventory # 3718397

Synopsis:

Financial Markets Tick by Tick Insights in Financial Markets Microstructure Edited by Pierre Lequeux "Financial Markets Tick by Tick is an in-depth and unique collection of analyses of the behaviour of the financial markets at the micro level. Its publication is particularly timely, given the current period of high volatility in the financial markets. LIFFE are proud to be associated with a text which features so many leading quantitative analysts, risk managers, academics and experts in this highly specialized field." Brian Williamson Executive Chairman, LIFFE The editor has brought together some of the acknowledged experts in the field to contribute on a subject of great timeliness across the finance sector. One could go as far as to say we are experiencing a renaissance in terms of how market players work on a day-to-day basis due to the high intra-day volatility of financial markets and the greater emphasis put on risk management. This book will provide essential reading matter for all those using high frequency data, in both the practitioner and academic markets alike.

About the Author: Pierre Lequeux is Assistant Vice President at Banque Nationale de Paris, London which he joined in 1987. Pierre joined the BNP Quantitative Research and Trading desk in 1991 as a proprietary dealer after gaining experience on the Treasury and Corporate desk. After heading the Quantitative Research and Trading desk of BNP London where he developed a new active management currency benchmark (FXDX), he is now focusing his attention on developing Foreign Exchange Business for BNP. He is an active member of the editorial board of Derivatives Uses Trading & Regulation as well as the Editor of the AIMA newsletter's currency section. He is Chairman of the AIMA benchmark committee on "Review of Methodology and Utilisation of Alternative Investment Benchmarks" and also a member of the AIMA Currency Advisory Group.

Bibliographic Details

Title: Financial Markets Tick by Tick: Insights in ...
Publisher: John Wiley and Sons
Publication Date: 1999
Binding: Hardcover
Condition: Good