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Dark pools[electronic resource] :the...
~
Banks, Erik.
Dark pools[electronic resource] :the structure and future of off-exchange trading and liquidity /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
杜威分類號:
332.64/2
書名/作者:
Dark pools : the structure and future of off-exchange trading and liquidity // Erik Banks.
作者:
Banks, Erik.
出版者:
Basingstoke, Hampshire [England] ; : Palgrave Macmillan,, 2010.
面頁冊數:
x, 227 p. : : ill.
標題:
Capital market.
標題:
Liquidity (Economics)
標題:
Risk.
ISBN:
9780230275218
ISBN:
0230275214
書目註:
Includes bibliographical references and index.
內容註:
Machine generated contents note: PART I: THE NATURE OF CATASTROPHE -- Taxonomy of Risk -- Catastrophes -- Financial Catastrophe -- PART II:THE RISK FRAMEWORK -- The Risk Management Process -- Models, Metrics and Limitations -- PART III: PRACTICAL MANAGEMENT -- Past Catastrophes -- Lessons Learned and Prescriptive Measures -- The Future of Risk Management.
摘要、提要註:
Dark Pools is a practical text dealing with the increasingly important topic of dark pools, or non-displayed, off-exchange trading and liquidity. A growing amount of institutional trading occurs away from exchanges and expansion in this little understood sector of the market is set to continue. The book is organized in three parts: Market Structure, Micro Issues, and Environment of the Future. The first chapters consider the development and evolution of the equity trading marketplace overthe past two decades, including the creation of dedicated dark pool platforms, and introduce the concept of market liquidity, the formation ofdisplayed and non-displayed orders, and the operation andstructure ofkey dark pools. Attention then turns to the architecture of a typical dark pool, and how orders are routed to capture dimensions of non-displayed liquidity. This is followed by an analysis of the pricing and economics of dark liquidity and common trading strategies employed by institutions - including dark algorithms, high frequency trading and the controversial mechanism of 'gaming.'The final chapters analyze the regulatory and control framework and consider how dark pools may evolvein a post-financial crisis world.
電子資源:
access to fulltext (Palgrave)
Dark pools[electronic resource] :the structure and future of off-exchange trading and liquidity /
Banks, Erik.
Dark pools
the structure and future of off-exchange trading and liquidity /[electronic resource] :Erik Banks. - Basingstoke, Hampshire [England] ;Palgrave Macmillan,2010. - x, 227 p. :ill. - Palgrave Macmillan finance and capital markets series. - Finance and capital markets..
Includes bibliographical references and index.
Machine generated contents note: PART I: THE NATURE OF CATASTROPHE -- Taxonomy of Risk -- Catastrophes -- Financial Catastrophe -- PART II:THE RISK FRAMEWORK -- The Risk Management Process -- Models, Metrics and Limitations -- PART III: PRACTICAL MANAGEMENT -- Past Catastrophes -- Lessons Learned and Prescriptive Measures -- The Future of Risk Management.
Dark Pools is a practical text dealing with the increasingly important topic of dark pools, or non-displayed, off-exchange trading and liquidity. A growing amount of institutional trading occurs away from exchanges and expansion in this little understood sector of the market is set to continue. The book is organized in three parts: Market Structure, Micro Issues, and Environment of the Future. The first chapters consider the development and evolution of the equity trading marketplace overthe past two decades, including the creation of dedicated dark pool platforms, and introduce the concept of market liquidity, the formation ofdisplayed and non-displayed orders, and the operation andstructure ofkey dark pools. Attention then turns to the architecture of a typical dark pool, and how orders are routed to capture dimensions of non-displayed liquidity. This is followed by an analysis of the pricing and economics of dark liquidity and common trading strategies employed by institutions - including dark algorithms, high frequency trading and the controversial mechanism of 'gaming.'The final chapters analyze the regulatory and control framework and consider how dark pools may evolvein a post-financial crisis world.
Electronic reproduction.
Basingstoke, England :
Palgrave Macmillan,
2010.
Mode of access:World Wide Web.
ISBN: 9780230275218Subjects--Topical Terms:
189638
Capital market.
Index Terms--Genre/Form:
336502
Electronic books.
LC Class. No.: HG4523 / .B364 2010
Dewey Class. No.: 332.64/2
Dark pools[electronic resource] :the structure and future of off-exchange trading and liquidity /
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Dark Pools is a practical text dealing with the increasingly important topic of dark pools, or non-displayed, off-exchange trading and liquidity. A growing amount of institutional trading occurs away from exchanges and expansion in this little understood sector of the market is set to continue. The book is organized in three parts: Market Structure, Micro Issues, and Environment of the Future. The first chapters consider the development and evolution of the equity trading marketplace overthe past two decades, including the creation of dedicated dark pool platforms, and introduce the concept of market liquidity, the formation ofdisplayed and non-displayed orders, and the operation andstructure ofkey dark pools. Attention then turns to the architecture of a typical dark pool, and how orders are routed to capture dimensions of non-displayed liquidity. This is followed by an analysis of the pricing and economics of dark liquidity and common trading strategies employed by institutions - including dark algorithms, high frequency trading and the controversial mechanism of 'gaming.'The final chapters analyze the regulatory and control framework and consider how dark pools may evolvein a post-financial crisis world.
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