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Introduction To Trade Execution, Arbitrage and Dealing in Australia (Pearson Original Edition)

Introduction To Trade Execution, Arbitrage and Dealing in Australia (Pearson Original Edition)

ISBN 9781442505391
Edition 1
Publication Date
Publisher Addison Wesley Longman Australia Pty Ltd
Author(s)
Overview

A large portion of trading activity in financial markets involves brokers, arbitrageurs and dealers or market makers. The aim of this book is to provide a rigorous yet practical treatment of the principles underlying these types of trading activity. A large and growing body of research in finance deals with such activity, and appears in the literature commonly referred to as the security market microstructure literature.

The book provides a review of the securities market microstructure literature concerned with trade execution, arbitrage and market making. Wherever possible, the principles developed in research are illustrated through worked examples and illustrations.

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