An Introduction to High-Frequency Finance

by Michel Dacorogna (Author), Richard Olsen (Author), Olivier Pictet (Author), Ramazan Gençay (Author), Ulrich A. Muller (Author)

• Used

  Hardcover
  2001

  $3.25

  Provides a framework for the analysis, modelling, and inference of high-frequency financial time series. Emphasizing foreign exchange markets, currency, interest rate and bond futures markets, it investigates price formation processes and reviews systematic trading models for financial assets.

• New

  Hardcover
  2001

  $142.95

  Provides a framework for the analysis, modelling, and inference of high-frequency financial time series. Emphasizing foreign exchange markets, currency, interest rate and bond futures markets, it investigates price formation processes and reviews systematic trading models for financial assets.